Re: [Gretl-users] System SUR and OLS....

Hello.... It is known that while estimating system of equations by using SUR and OLS estimator we obtain the same results when matrix of independent variables (X) is identical in each equation. I've tried this and results are ... different. Maybe you could figure out why? I've attached files (with data and script). Could this be effect of cross equation residuals correlations or it's just ... an error? With regard... Mariusz Poland ------------------------------------------------------------------------ _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users