We propose the parametric Dynamic Seemingly Unrelated Regression (DSUR) estimator for
simultaneous estimation of multiple cointegrating regressions. DSUR is efficient when the …

… Therefore, the second-generation estimator such as DSUR (dynamic seemingly unrelated
co-integration regressions) is applied to compute the marginal impacts by handling the …

… of seemingly unrelated linear models … dynamic regression model by generalized least
squares using the long-run covariance matrix, we obtain an efficient estimator of the cointegrating …

… a unit root at level, so we could investigate cointegration of the series at level. On the basis
… to a close that series are cointegrated. The results of seemingly unrelated regression (SUR) …

… , we can estimate a Seemingly Unrelated Regression (SUR) … If the cointegrating relationships
matter then we should see … Since we did not get any cointegration between GDP and …

… To tackle the matter of cross-sectional dependency and heterogeneity, second-generation
cointegration estimators, Dynamic Seemingly Unrelated Regression (DSUR) and Augmented …

… seemingly unrelated regression (SUR) method to empirically study the influence of FDI quality
on energy efficiency. The results are presented as follows: (1) From the national level view…

… cointegration and the persistent equilibrium relationships among variables. Following the
error correction-based panel cointegration test, the test statistics for group statistics, ie, G T and …

… is based on ADF regression estimation in a seemingly unrelated regressions (SUR) framework
… Advances in econometrics: nonstationary panels, cointegration in panels and dynamic …

… Hence, we propose using of seemingly unrelated regression (SUR) estimation for VAR models
with explosive roots. Our SUR estimator is consistent in the case of both distinct explosive …