Bayesian and Non-Bayesian Tests of Independence in Seemingly Unrelated Regressions (Q3823009)

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Bayesian and Non-Bayesian Tests of Independence in Seemingly Unrelated Regressions
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    Bayesian and Non-Bayesian Tests of Independence in Seemingly Unrelated Regressions (English)
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    1988
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    testing independence
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    comparison of tests
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    seemingly unrelated regressions
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    likelihood ratio test
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    Wald's test
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    Lagrange multiplier test
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    highest posterior density region test
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    F distribution
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    empirical powers
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