Qian, Hailong; Bednarek, Heather L. - In: Economics Bulletin 35 (2015) 1, pp. 338-348
) models. Using the GMM interpretation of the usual OLS and GLS/FGLS estimation of regression coefficients in SUR models, we …In this paper, we consider efficient estimation of coefficients of interest in seemingly unrelated regressions (SUR …
