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dc.contributor.authorDufour, Jean Marie
dc.contributor.authorKhalaf, Lynda
dc.date.accessioned2006-09-22T19:55:56Z
dc.date.available2006-09-22T19:55:56Z
dc.date.issued1998
dc.identifier.citationDUFOUR, Jean-Marie et KHALAF, Lynda, «Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions», Cahier de recherche #9813, Département de sciences économiques, Université de Montréal, 1998, 32 pages.fr
dc.identifier.urihttp://hdl.handle.net/1866/462
dc.format.extent1111716 bytes
dc.format.mimetypeapplication/pdf
dc.publisherUniversité de Montréal. Département de sciences économiques.fr
dc.subject[JEL:C20] Mathematical and Quantitative Methods - Econometric Methods: Single Equation Models; Single Variables - Generalen
dc.subject[JEL:C21] Mathematical and Quantitative Methods - Econometric Methods: Single Equation Models; Single Variables - Cross-Sectional Models; Spatial Models; Treatment Effect Modelsen
dc.subject[JEL:C40] Mathematical and Quantitative Methods - Econometric and Statistical Methods: Special Topics - Generalen
dc.subject[JEL:C20] Mathématiques et méthodes quantitatives - Méthodes en économétrie; modèles à équation unique - Généralitésfr
dc.subject[JEL:C21] Mathématiques et méthodes quantitatives - Méthodes en économétrie; modèles à équation unique - Modèles de coupes instantanéesfr
dc.subject[JEL:C40] Mathématiques et méthodes quantitatives - Méthodes statistiques et économétriques: sujets spéciaux - Généralitésfr
dc.titleSimulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions
dc.typeArticle
dcterms.abstractIn the context of multivariate regression (MLR) and seemingly unrelated regressions (SURE) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. in this paper, we propose finite-and large-sample likelihood-based test procedures for possibly non-linear hypotheses on the coefficients of MLR and SURE systems.
dcterms.bibliographicCitationCahier de recherche ; #9813
dcterms.isPartOfurn:ISSN:0709-9231
UdeM.VersionRioxxVersion publiée / Version of Record


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