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June 1, 1962Journal of the American Statistical Association

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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AZArnold ZellnerSpringer Nature (Germany)

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Arnold Zellner (1962) studied this question.

synapsesocial.com/papers/69d6a3cee328128020aa7e93https://doi.org/10.1080/01621459.1962.10480664
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Also Consider

Synapse has enriched 2 closely related papers on similar clinical questions. Consider them for comparative context:

  1. 1IV.—On Least Squares and Linear Combination of Observations1936 · 953 citations
  2. 2On Finite Sample Distributions of Generalized Classical Linear Identifiability Test Statistics1960 · 90 citations