Bayesian and Non-Bayesian Tests of Independence in Seemingly Unrelated Regressions
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Publication:3823009
DOI10.2307/2526673zbMath0669.62052MaRDI QIDQ3823009
Hiroki Tsurumi, Tsunemasa Shiba
Publication date: 1988
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2526673
likelihood ratio test; F distribution; seemingly unrelated regressions; Lagrange multiplier test; Wald's test; testing independence; comparison of tests; empirical powers; highest posterior density region test
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