[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.
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This is not an offer (or solicitation of an offer) to buy/se...{{dropped}}



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