A Simple Characterization of Seemingly Unrelated Regressions Models in which OLS is Blue

@inproceedings{Bartels1991ASC,
  title={A Simple Characterization of Seemingly Unrelated Regressions Models in which OLS is Blue},
  author={Robert D. W. Bartels and D. G. Fiebig},
  year={1991}
}
Abstract Recent contributions to the discussion about the conditions under which ordinary least squares in the seemingly unrelated regressions (SUR) model is the best linear unbiased estimator suggest a characterization of SUR models that is convenient for checking whether these conditions are satisfied. Standard pedagogic examples for SUR's, as well as more complex cases, are easily derived from our characterization. 

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