This paper considers the implementation of prior stochastic information on unknown outcomes of the response variables into estimation and forecasting of systems of linear regression equations in the context of time series, cross sections, pooled and longitudinal data models. The established...

This article completes and simplifies earlier results on the derivation of best linear, or affine, unbiased estimates in the general Gauss-Markov model with a singular dispersion matrix and additional restrictions under very general conditions. We provide the class of all linear representations...