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This article is concerned with the estimation problem of multicollinearity in two seemingly unrelated regression (SUR) equations with linear restrictions. We propose a restricted feasible SUR estimates of the regression coefficients of this model and compare with feasible generalized least squares (FGLS) estimator and the estimator proposed by Revankar (1974) in the matrix mean square error sense. The ideas in the article are evaluated using Monte Carlo simulation.


Restricted feasible estimator Seemingly unrelated regressions Two-stage estimator

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How to Cite
Erdugan, F., & Akdeniz, F. (2016). Restricted estimator in two seemingly unrelated regression model. Pakistan Journal of Statistics and Operation Research, 12(4), 579-588.