[R] System/SUR equations and panel

Alok K Bohara, PhD bohara at unm.edu
Wed Oct 3 17:28:35 CEST 2012


I was wondering if there is any R package to estimate a two-or three 
equation system in a panel setting.

Say, I have 100 firms and their expenditure on wind generated power and 
solar-generated power.

S_i = X1_i*b1 + u1_i
W_i = X2_i* b2 + u2_i

(X1 and X2 need not be the same.. but for simplicity, they could be 
assumed to be similar)

Now, I have this firm data set for 10 years...

I looked at systemfit package and its "investment"  example and the way 
it uses plm package was not quite clear.  Any help will be much 

Alok Bohara

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