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SUR
(redirected from Seemingly unrelated regressions)

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AcronymDefinition
SURSet-Up Reduction (corporate management system)
SURSeverable Use Rights
SURSmall Unit Radio
SURState University Railroad Company
SURSectors Used Register
SURSistema Unido de Retrasmisión (Latin American TV network)
SURSeemingly Unrelated Regressions
SURSuriname (ISO Country code)
SURSociety of Uroradiology
SURSurface
SURSurround
SURShared University Research (IBM program)
SURService Usage Record
SURSurveillance
SURSulfonylurea Receptor


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1962, "An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias," Journal of the American Statistical Association 57, 348-368.
Equation 1 is estimated by feasible generalized least squares (GLS) seemingly unrelated regressions (SUR), with the number of lagged differences, k, determined by individual univariate ADF tests using the general-to-specific method suggested by Campbell and Perron (1991) and Ng and Perron (1995).
This approach requires using a system estimation approach involving seemingly unrelated regressions (SURs) developed by Zellner (1962) to enhance the efficiency of the parameter estimates that ordinary least squares (OLS) fail to exploit.
 
 
 
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