Estimating and testing in SUR models with error components /
Verbon, H.A.A.
Estimating and testing in SUR models with error components / - Amsterdam : De Nederlandsche Bank N.V. , [1980] - 24p.
"The first article appeared in: 'Statistica Neerlandica 34, no. 1 (1980), pp. 33-48. The second article appeared in: 'Economics letters 5, no. 2 (1980), pp. 149-153."
Includes bibliographical references
In the first paper, maximum likelihood estimation is applied to a system of labour demand equations.
In the second paper, a simple specification of heteroscedasticity in the disturbances of the SUREVC model is assumed and Lagrangian multiplier test recently proposed by Breusch and Pagan (1979) is applied
Econometrics
330.01'5195 / VER
Estimating and testing in SUR models with error components / - Amsterdam : De Nederlandsche Bank N.V. , [1980] - 24p.
"The first article appeared in: 'Statistica Neerlandica 34, no. 1 (1980), pp. 33-48. The second article appeared in: 'Economics letters 5, no. 2 (1980), pp. 149-153."
Includes bibliographical references
In the first paper, maximum likelihood estimation is applied to a system of labour demand equations.
In the second paper, a simple specification of heteroscedasticity in the disturbances of the SUREVC model is assumed and Lagrangian multiplier test recently proposed by Breusch and Pagan (1979) is applied
Econometrics
330.01'5195 / VER