1. For a more extensive discussion of this familiar result, see, e.g. Judge et al (1985), pp. 29–32.
2. This approach is also appropriate for the SUR. models in Section 10.1.
3. See Amemiya (1980), for a more extensive overview.
4. For a more technical discussion, see, e.g., Sawa (1978), Schwarz (1978), Hannan and Quinn (1979), and Amemiya (1980).
5. See also the discussion in Section 14.3.