Impluse-Response Function-Panel SUR Estimation

[DanK]

I am seeking some help on how to produce impulse-response functions within and across panels for a panel regression estimated with the SUR option. I am constructing a panel VAR to calculate impulse-reponse functions within and across space (sub-areas of a region) and within and across series over time. The Panel VAR is to be interpreted as a Spatial VAR. A panel SUR is estimated for each equation to account for intra-equation correlation, and a "global" SUR estimation of the equation system is estimated to account for inter-equation comtemporaneous correlation. I have talked with Tom Doan about this, and he too would be interested in knowing if anybody has attempted this in RATS.