Table 1 reports coe¢ cient estimates from systems of seemingly unrelated regressions, where each dependent variable is a dummy for working at baseline in a one-digit industry and the right hand side is a dummy for the father or mother being in that industry and a dummy for the parent working, in addition to race, age, and education …xed e¤ects1. So as to not multiple count individuals, I use th...

The concept of seemingly unrelated models is used for multivariate observations when the components of the multivariate dependent variable are governed by mutually different sets of explanatory variables and the only relation between the components is given by a fixed covariance within the observational units. A multivariate weighted least squares estimator is employed which takes the within un...

We present a sparse seemingly unrelated regression (SSUR) model to generate substantively relevant structures in the high-dimensional distributions of seemingly unrelated model (SUR) parameters. This SSUR framework includes prior specifications, posterior computations using Markov chain Monte Carlo methods, evaluations of model uncertainty, and model structure searches. Extensions of the SSUR m...