https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SUR-seemingly-unrelated-regression-for-panel-data-in-SAS/m-p/479104#M3226 Ok, I will try that - thank you! Wed, 18 Jul 2018 15:06:21 GMT rtrt 2018-07-18T15:06:21Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SUR-seemingly-unrelated-regression-for-panel-data-in-SAS/m-p/478677#M3224 <P>I want to run a SUR for a system of equations over multiple time periods (i.e. panel data). The PROC MODEL with SUR option does not seem to handle panel data? Is there a way I can do this? Thank you!</P> Tue, 17 Jul 2018 14:49:54 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SUR-seemingly-unrelated-regression-for-panel-data-in-SAS/m-p/478677#M3224 rtrt 2018-07-17T14:49:54Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SUR-seemingly-unrelated-regression-for-panel-data-in-SAS/m-p/478750#M3225 <P>For a time dependent model with panel data PROC TMODEL should be able to accommodate your needs. The TMODEL procedure was introduced in&nbsp;SAS/ETS version 14.3. It is a multithreaded version of the MODEL procedure, and it supports the CROSSSECTION statement for specifying panel data.</P> Tue, 17 Jul 2018 18:04:19 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SUR-seemingly-unrelated-regression-for-panel-data-in-SAS/m-p/478750#M3225 kessler 2018-07-17T18:04:19Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SUR-seemingly-unrelated-regression-for-panel-data-in-SAS/m-p/479104#M3226 Ok, I will try that - thank you! Wed, 18 Jul 2018 15:06:21 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SUR-seemingly-unrelated-regression-for-panel-data-in-SAS/m-p/479104#M3226 rtrt 2018-07-18T15:06:21Z