Inthesystemofm(m≥2)seeminglyunrelatedregressions,weshowthattheGauss-Markovestimator(GME)ofanyregressioncoefficientshasuniquesimplifiedform,whichexactlyequalstotheonestepcovariance-adjustedestimatoroftheregressioncoefficients,andhenceweconcludethatforanyfinitek≥2thek-stepcovariance-adjustedestimatordegeneratestotheone-stepcovariance-adjustedestimatorandthecorrespondingtwo-stageAitkenestimatorhasexactlyonesimplifiedform.Also,theuniquesimplifiedexpressionoftheGMEisjusttheestimatorpresentedintheTheorem1ofWang’work[1988].Anewestimateofregressioncoefficientsinseeminglyunrelatedregressionsystem,ScienceinChina,SeriesA10,1033-1040].
