A set or series of equations that interact in a way that requires estimation of all related equations to produce estimates with desirable properties (e.g., unbiaseness, consistency, and efficiency). The equations may contain some of the same variables and/or the error terms in the equations may be correlated across equations.
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Greene, L.. 2003. Econometric Analysis, 5th ed., Upper Saddle River, NJ: Prentice Hall.
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Bohrnstedt, G.W. and D. Knoke. 1994. Statistics: A Tool for Social Data Analysis, Itasca, IL: Peacock Publishers.
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