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Asymptotics of Multivariate Regression with Consecutively Added Dependent Varibles

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  • Raats, V.M.

    (Tilburg University, School of Economics and Management)

  • van der Genugten, B.B.

    (Tilburg University, School of Economics and Management)

  • Moors, J.J.A.

    (Tilburg University, School of Economics and Management)

Abstract

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Suggested Citation

  • Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A., 2004. "Asymptotics of Multivariate Regression with Consecutively Added Dependent Varibles," Other publications TiSEM ec69ffa7-ec42-4ca3-910b-c, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:ec69ffa7-ec42-4ca3-910b-cace35a7ee9c
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    References listed on IDEAS

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    1. Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A., 2002. "Multivariate Regression with Monotone Missing Observation of the Dependent Variables," Discussion Paper 2002-63, Tilburg University, Center for Economic Research.
    2. Magnus, Jan R., 1978. "Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix," Journal of Econometrics, Elsevier, vol. 7(3), pages 281-312, April.
    3. Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A., 2002. "Multivariate Regression with Monotone Missing Observation of the Dependent Variables," Other publications TiSEM 7b771e12-3bc3-492e-8cd1-7, Tilburg University, School of Economics and Management.
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