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Seemingly Unrelated Regressions

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The New Palgrave Dictionary of Economics

Abstract

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.

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Author information

Authors and Affiliations

  1. http://link.springer.com/referencework/10.1057/978-1-349-95121-5

    Hyungsik Roger Moon & Benoit Perron

Authors
  1. Hyungsik Roger Moon
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  2. Benoit Perron
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© 2018 Macmillan Publishers Ltd.

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Moon, H.R., Perron, B. (2018). Seemingly Unrelated Regressions. In: The New Palgrave Dictionary of Economics. Palgrave Macmillan, London. https://doi.org/10.1057/978-1-349-95189-5_2296

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