In my thesis study I am trying to estimate 11 different ARDL models. However when I checked correlations between residulas I saw some statistically significant correlations. Consequently I did SUR estimation for 11 models. Now I want to see if SUR estimation coefficients and OLS estimation coefficients are significiantly diffferent or not. I am able to store OLS estimates as objects. But I couldn't figure how can I subset individual models in SUR system. I just try to express my need using python description. Thank you very much.
estimates store SUR['individual_model']
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