A Simple Characterization of Seemingly Unrelated Regressions Models in which OLS is Blue

Authors
Bartels, Robert Fiebig, Denzil
Citation
Bartels, Robert et Fiebig, Denzil, A Simple Characterization of Seemingly Unrelated Regressions Models in which OLS is Blue, American statistician , 45(2), 1991, pp. 137-140
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
45
Issue
2
Year of publication
1991
Pages
137 - 140
Database
ACNP
SICI code
Abstract
Recent contributions to the discussion about the conditions under which ordinary least squares in the seemingly unrelated regressions (SUR) model is the best linear unbiased estimator suggest a characterization of SUR models that is convenient for checking whether these conditions are satisfied.Standard pedagogic examples for SUR's, as well as more complex cases, are easily derived from our characterization.