Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure

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The impact of scale, complexity, and service quality on the administrative costs of pension funds: A cross-country comparison (2012, unknown): “However, we instead run 22 separate regressions for two reasons: First, the SUR unbalanced panel estimator developed by Biørn (2004) uses a stepwise maximum likelihood procedure that does not converge in our estimation.”
Asymmetric Roles of Advertising and Marketing Capability in Financial Returns to News: Turning Bad into Good and Good into Great (2013, methodology): “…higher the level of future cash flows and/or the lower the 8As a robustness check, we employ a seemingly unrelated regression model for panel data (Biorn 2004) to estimate the system of equations with the level of cash flows, the volatility of cash flows, insider purchase, and investor attention,…”
How Does Fiscal Consolidation Impact on Income Inequality (2013, methodology): “…approximately, 0.4-1.4 percent of GDP. [ INSERT FIGURE 2 HERE ] In order to explore the empirical relationship between gross and net income inequality measures and fiscal consolidation, we use a Seemingly-Unrelated-Regression (SUR) system under unbalanced panel data (BiØrn, 2004; Nguyen, 2009).”
An Empirical Analysis of User Content Generation and Usage Behavior on the Mobile Internet (2011, background): “Similarly, Biørn (2004) points out that a single-shot estimation is unable to handle the selection issue.”