An (the?) early reference for SUR is:
* Arnold Zellner (1962). "An efficient method for estimating seemingly 
unrelated regressions, and tests for aggregation bias," Journal of the American 
Statistical Association, Vol 57, pp348--68.
* For a discusssion, generalization and related references see, p. 306---, Ch 
9. of Russell Davidson and James MacKinnon (1993). Estimation and Inference 
in Econometrics.
* See, William Greene. Econometric Analysis. (Nth edition) for recepies, 
applications and references.


In a message dated 8/11/03 2:43:27 PM Eastern Daylight Time, 
ahenningsen@email.uni-kiel.de writes:

> On Wednesday 16 July 2003 11:04:58 +0300, "Yonathan (Jon) Anson" 
> <anson@bgumail.bgu.ac.il> wrote:
> >
> >Is there an option for running SUR and 2SLS regressions with weighting
> >(I am analysing mortality in towns, hence want to weight by population
> >size)
> >
> >Many thanks
> >
> >Jon Anson
> 
> The "systemfit" package can run SUR and 2SLS regressions. However, systemfit 
> 
> does not (yet) offer the user to provide weights for the regression. I did 
> not hear anything about these regression methods so far. Can you tell me an 
> article or textbook that explains how this should work? If this is not too 
> much work, these methods might be implement in a new version of the 
> systemfit 
> package. (Jeff (the author and maintainer of systemfit) and I are just 
> preparing a new version of the systemfit package that has several additional 
> 
> features (e.g. cross-equation restrictions.) 
> 
> Best wishes,
> Arne

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