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Seemingly Unrelated Regression
In these videos we see step by step how to estimate a system of equations using SUR with matrix algebra in excel. The results obtained with excel are then replicated with SAS, Stata, SPSS and E-views
Once you watch the videos you can replicate the results in the videos by using the excel file on your right. Work on the sheet called "Work on This" which you can find the excel file by replicating yourselves the results that are presented in the sheet named "Solved". Just click and download.
You can also find the necessary code in the word files that follow - which you can then copy/paste to the command windows in the respective program that you are using (Stata, SAS, E-views, SPSS)
Part 1. Step-by-step SUR estimation in Excel
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