Likelihood preserving normalization in multiple equation models

Journal of Econometrics

Volumn 114, Issue 2, 2003, Pages 329-347

  Waggoner, Daniel F ^a   Zha, Tao ^a  

^a FEDERAL RESERVE BANK OF ATLANTA   (United States)

Author keywords

Likelihood shape; Normalization; Zero density hyperplane

Indexed keywords

ECONOMIC AND SOCIAL EFFECTS; IMPULSE RESPONSE; MATRIX ALGEBRA; PARAMETER ESTIMATION; REGRESSION ANALYSIS; VECTORS;

LIKELIHOOD SHAPE ANALYSIS; NORMALIZATION RULES; STATISTICAL INFERENCES;

STATISTICAL TESTS;

EID: 0345456128     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(03)00087-3     Document Type: Article

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