Estimating and testing in SUR models with error components /

By:

Verbon, H.A.A

Material type: Text

TextPublication details: Amsterdam : De Nederlandsche Bank N.V. , [1980]Description: 24pSubject(s):

Econometrics

DDC classification:

330.01'5195 VER

Summary: 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

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Monograph & others	CBN HQ Library General Stacks	Non-fiction	330.01'5195 VER (Browse shelf(Opens below))	Available		31008100167630

"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

osc 29/10/2018

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