This study explores how two alternative norms perform within the Iterative Seemingly Unrelated Regression (ISUR) framework, focusing on their efficiency and accuracy across diverse scenarios -such as varying time spans and country samples.By putting these norms to the test, the research offers hands-on guidance for researchers and practitioners seeking the most effective balance between computational speed and statistical precision.The Euclidean findings reveal which norm delivers the best trade-off, serving as a practical roadmap for optimising ISUR models in real-world applications.Ultimately, this comparison not only sharpens methodological decision-making but also enhances the reliability and efficiency of empirical workflows in econometric analysis.