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Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances

Author

Listed:
  • Ara, I.
  • King, M.L.

Abstract

No abstract is available for this item.

Suggested Citation

  • Ara, I. & King, M.L., 1995. "Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances," Monash Econometrics and Business Statistics Working Papers 12/95, Monash University, Department of Econometrics and Business Statistics.
    • Handle: RePEc:msh:ebswps:1995-12
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    Citations

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    Cited by:

    1. Rahman, Shahidur & King, Maxwell L., 1997. "Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters," Journal of Econometrics, Elsevier, vol. 82(1), pages 81-106.
    2. Jahar Bhowmik & Maxwell King, 2007. "Maximal invariant likelihood based testing of semi-linear models," Statistical Papers, Springer, vol. 48(3), pages 357-383, September.
    3. Laskar, Mizan R. & King, Maxwell L., 1997. "Modified Wald test for regression disturbances," Economics Letters, Elsevier, vol. 56(1), pages 5-11, September.
    4. Jahar L. Bhowmik & Maxwell L. King, 2005. "Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function," Monash Econometrics and Business Statistics Working Papers 18/05, Monash University, Department of Econometrics and Business Statistics.

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