Dear SAS-fellows,

does anybody have experience with testing Contemporaneous Correlation?

Contemporaneous Correlation= Correlation between the error terms of two simoultanous equation (important assumption for SUR)

I want to do the lagrange multiplier test to see whether the covarinces of the residuals of OLS resp. SUR are zero respectively nonzero?

but i dont know how to do that in SAS?

Any help would be great!

Nelson