Using SURE Method for Estimating Seemingly Unrelated Regression Equations Systems for Sampling Registered Companies in the Baghdad Stock Exchange's for the period (1986-2000)

Abstract Equations of six selected registered companies have been specified in Baghdad Stock Exchange's for the period during (1986 - 2000), that is Seemingly Unrelated Regression Equations (SURE) system. Ordinary Least Square (OLS) method has been used to estimate the parameter of the equations of the system in a separate way. It is regarded that it is from methods of solving single equation, and from the residuals for this method, the variance - covariance matrix have been obtained by the estimator of Seemingly Unrelated Regression to evaluate the parameters simultaneously in one batch for all the equations, and we reached an efficient and accuracy estimators for the equations of the system comparing with (OLS) method by employing the statistics package (SAS.9). .