I've been reading some about Generalized Least Squares (GLS) and trying to tie it back to my basic econometric background. I recall in grad school using Seemingly Unrelated Regression (SUR) which seems somewhat similar to GLS. One paper I stumbled on even referred to SUR as "special case" of GLS. But I still can't wrap my brain around the similarities and differences.
so the question:
What are the similarities and differences between GLS and SUR? What are the hallmarks of a problem which should use one method over the other?