*
* SUR.RPF
* RATS Version 8, User's Guide, Example 2.4
*
cal 1935
open data grunfeld.wks
data(org=obs,format=wks) 1935:1 1954:1 ige fge cge iwest fwest cwest
*
* Define equations
*
equation  geeq  ige
# constant  fge   cge
equation  westeq  iwest
# constant  fwest cwest
*
* Estimate by OLS
*
linreg(equation=geeq)  ige
linreg(equation=westeq)  iwest
*
* Now by SUR
*
sur(vcv)   2
# geeq
# westeq
*
* Same thing defining a MODEL
*
group grunfeld geeq westeq
sur(model=grunfeld)
*
* Forcing the 2nd and 3rd coefficients to be equal across equations.
*
sur(model=grunfeld,equate=||2,3||)