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st: seemingly unrelated regression

From   "Nineng Titah Batari" <>
Subject   st: seemingly unrelated regression
Date   Fri, 28 May 2004 10:47:48 +0800

Good morning...
I am a student from Brawijaya University Malang-Indonesia
I want to ask more about Seemingly Unrelated regression (SUR) :

1. What is the asumption of SUR estimation?
2. If the asumption can't be fulfil, so how to solve this?
3. Is there multicolinierity asumption in SUR ?
   If yes, can you explain this case clearly and how to solve this?
4. From literature, SUR Model can estimate by using GLS, other
   literature say by using GLS Two Step Aitken, so what the different
   between these?
5. In GLS, for estimation parameter it uses matrix transformation non
   singular definit positive, what is it ?(Literature:Kmenta and
   Judge Hill)
6. What kind of data can analyse with this method?

I think that is enough. I really hope can get the answered,because I
really need these information for my paper.
I'm sorry if my english is very bad.

Nineng Titah Batari
Brawijaya University~Indonesian

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