The New Palgrave Dictionary of Economics

2018 Edition
| Editors: Macmillan Publishers Ltd

Seemingly Unrelated Regressions

  • Hyungsik Roger Moon
  • Benoit Perron
Reference work entry


This article considers the seemingly unrelated regression (SUR) model first analysed by Zellner (1962). It describes estimators used in the basic model as well as recent extensions.


Bootstrap Feasible generalized least squares estimator Quasi-maximum likelihood estimator Generalized least squares estimator Heteroskedasticity Heteroskedasticity and autocorrelation Minimum distance estimator Ordinary least squares estimator Seemingly unrelated regressions Vector autoregressions Zellner, A 

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Copyright information

© Macmillan Publishers Ltd. 2018

Authors and Affiliations

  • Hyungsik Roger Moon
    • 1
  • Benoit Perron
    • 1
  1. 1.