Estimation of a Linear Sur Model with Unequal Numbers of Observations
澄清了在观测数不等的SUR模型中，误差协方差矩阵X的不同估计量之间的差异，并识别出一个样本统计量作为选择估计量的实用指南，同时基于Telser（1964）的设定提出了E的替代估计量。
This paper clarifies the differences in the alternative estimators of the error covariance matrix X in the SUR model with unequal numbers of observations. It identifies a sample statistic which represents their essential differences and hence is a useful guide for the choice of an estimator in practice. The paper also presents an alternative estimator of E based on the specification in Telser (1964).