Title of article :
Seemingly unrelated regressions with identical regressors: a note
Author/Authors :
Debopam Bhattacharya، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
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
Journal title :
Economics Letters