Estimation of a Linear Sur Model with Unequal Numbers of Observations Academic Article uri icon


  • This paper clarifies the differences in the alternative estimators of the error covariance matrix Σ in the SUR model with unequal numbers of observations. It identifies a sample statistic which represents their essential differences and hence is a useful guide for the choice of an estimator in practice. The paper also presents an alternative estimator of Σ based on the specification in Telser (1964).

published proceedings

  • The Review of Economics and Statistics

author list (cited authors)

  • Hwang, H.

citation count

  • 14

complete list of authors

  • Hwang, Hae-shin

publication date

  • August 1990