Mô hình SUR (Seemingly Unrelated Regression)

Sách

• Baltagi, B. H., & Baltagi, B. H. (2008). Econometric analysis of panel data (Vol. 4, pp. 135-145). Chichester: Wiley. (Chapter 6)

Bài báo

• Zellner, A. (1962). An efficient method of estimating seemingly unrelated regressions and tests for aggregation bias. Journal of the American statistical Association, 57(298), 348-368.

Phần mềm

• Stata: sureg — Zellner's seemingly unrelated regression (link) hoặc (link)

• Stata: suest — Seemingly unrelated estimation (link)

• R: spsur - an R package for dealing with spatial seemingly unrelated regression models (link)