• Title of article

    Seemingly unrelated regressions with identical regressors: a note

  • Author/Authors

    Debopam Bhattacharya، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2004
  • Pages
    9
  • From page
    247
  • To page
    255
  • Abstract
    I show that in a seemingly unrelated, multivariate normal model with identical regressors, where some equations are linear and others are in the limited dependent variable (LDV) form, joint MLE can lead to efficiency gains for parameters of the LDV equations but not for parameters of the linear equations.
  • Keywords
    Likelihood , Bivariate normal , SUR
  • Journal title
    Economics Letters
  • Serial Year
    2004
  • Journal title
    Economics Letters
  • Record number

    435542

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=435542