Nonparametric seemingly unrelated regression

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A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model (2010, background): “Smith and Kohn (2000) and in recent Bayesian econometric and statistics texts.”
Generalized Nonlinear Modeling With Multivariate Free-Knot Regression Splines (2003, methodology): “Model choice in nonparametricSUR for Gaussian response data has been considered by Holmes, Denison and, Mallick (1999) and Smith and Kohn (2000).”
Bayesian structured additive distributional regression for multivariate responses (2015, background): “Smith and Kohn (2000) for example showed in simulation studies that estimates can become inefficient and that non-linear effects can be biased when applying univariate regressions instead of a multivariate model.”