SUR.
whiten
SUR whiten method.
X : list of arrays
Data to be whitened.
If X is the exogenous RHS of the system. :
``np.dot(np.kron(cholsigmainv,np.eye(M)),np.diag(X))`` :
If X is the endogenous LHS of the system. :
statsmodels.sandbox.sysreg.SUR.predict
statsmodels.sandbox.sysreg.Sem2SLS