Regression Equations, Generalized Least Squares, Correlation Matrices, Python, Statsmodels.
y_matrices[3], y_matrices[4], y_matrices[5], y_matrices[6], y_matrices[7])) Estimation of the SUR model We’ll estimate the SUR model using the Feasible Generalized Least Squares estimator. The FGLS estimator requires us to estimate the Ω (Omega) matrix which is the matrix of correlations between