Highly accurate likelihood analysis for the seemingly unrelated regression problem

Journal of Econometrics

Volumn 127, Issue 1, 2005, Pages 17-33

  Fraser, D A S ^a   Rekkas, M ^b   Wong, A ^c  

^a UNIVERSITY OF TORONTO   (Canada)

^b SIMON FRASER UNIVERSITY   (Canada)

^c YORK UNIVERSITY   (Canada)

Author keywords

Asymptotics; Conditioning; Likelihood; p value; SUR

Indexed keywords

COMPUTATIONAL METHODS; ERROR ANALYSIS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBLEM SOLVING; RANDOM PROCESSES;

ASYMPTOTICS; CONDITIONING; LIKELIHOOD; P-VALUE; SUR;

REGRESSION ANALYSIS;

EID: 15944424367     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2004.06.001     Document Type: Article

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