An (the?) early reference for SUR is:
* Arnold Zellner (1962). An efficient method for estimating seemingly
unrelated regressions, and tests for aggregation bias, Journal of the American
Statistical Association, Vol 57, pp348--68.
* For a discusssion, generalization and related references see,
Is there an option for running SUR and 2SLS regressions with weighting
(I am analysing mortality in towns, hence want to weight by population size)
Many thanks
Jon Anson
--
Yonathan (Jon) Anson
Department of Social Work
Ben Gurion University of the Negev
84105 Be'er Sheva, Israel.
Tel: +972 8