This article considers the seemingly unrelated regression (SUR) model first analyzed by Zellner (1962). We describe estimators used in the basic model as well as recent extensions.

The seemingly unrelated Poisson (SUP) model (King (1989a), see also Aptech (1994)) is a model for bior multi-variate counted outcomes. Correlation between equations is introduced through a convolution structure with a common additive factor. Previous economic applications include the joint analysis of voluntary and involuntary labour mobility (Jung and Winkelmann, 1993) and the number of recrea...

Parametric seemingly unrelated regression (SUR) models are a common tool for multivariate regression analysis when error variables are reasonably correlated, so that separate univariate analysis may result in inefficient estimates of covariate effects. A weakness of parametric models is that they require strong assumptions on the functional form of possibly nonlinear effects of metrical covaria...