[R] Seemingly Unrelated Regressions question - not R question
Leeds, Mark (IED)
Mark.Leeds at morganstanley.com
Thu Mar 15 17:17:31 CET 2007
Does anyone know where I can find a proof of the fact that when each X
matrix in a SUR is the same,
then SUR estimation is equivalent to OLS estmation. The proof is
supposedly in William Greene's book but that book
costs 157.00 an has mixed reviews so I am reluctant to purchase it.
Thanks.
--------------------------------------------------------
This is not an offer (or solicitation of an offer) to buy/se...{{dropped}}
More information about the R-help
mailing list