MULTIVARIATE ERROR-COMPONENTS ANALYSIS OF LINEAR AND NON-LINEAR REGRESSION-MODELS BY MAXIMUM-LIKELIHOOD

被引：45

作者：

MAGNUS, JR

机构：

来源：

关键词：

D O I：

10.1016/0304-4076(82)90005-7

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：239 / 285

页数：47

共 27 条

[1]

Amemiya T., 1971, INT ECON REV, V12, P1

[2] ERROR COMPONENTS AND SEEMINGLY UNRELATED REGRESSIONS [J].

AVERY, RB .

BALESTRA, P ;

NERLOVE, M .

[4]

BALESTRA P, 1973, J ECONOMETRICS, V1, P17

[5] ON SEEMINGLY UNRELATED REGRESSIONS WITH ERROR-COMPONENTS [J].

BALTAGI, BH .

[6]

Bellman R., 1970, INTRO MATRIX ANAL

[7]

Chamberlain Gary, 1975, INT ECON REV, V16, P422, DOI DOI 10.2307/2525824

[8]

DARROUGH M, 1980, 8038 U BRIT COL DISC

[9]

Fuller W.A., 1974, J ECONOMETRICS, V2, P67, DOI [10.1016/0304-4076(74)90030-X, DOI 10.1016/0304-4076(74)90030-X.]

[10]

Henderson H. V., 1979, CAN J STAT, V7, P65, DOI DOI 10.2307/3315017