Seemingly Unrelated Regressions

Badi Baltagi

Chapter Chapter 10 in Econometrics, 2011, pp 241-256 from Springer

Abstract: Abstract When asked “How did you get the idea for SUR?” Zellner responded: ”On a rainy night in Seattle in about 1956 or 1957, I somehow got the idea of algebraically writing a multivariate regression model in single equation form. When I figured out how to do that, everything fell into place because then many univariate results could be carried over to apply to the multivariate system and the analysis of the multivariate system is much simplified notationally, algebraically and, conceptually.” Read the interview of Professor Arnold Zellner by Rossi (1989, p. 292).

Keywords: American Statistical Association; Seemingly Unrelated Regression; Unrelated Regression; Econometric Theory; Seemingly Unrelated Regression (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/978-3-642-20059-5_10

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