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  • Search: subject:"quotient de vraisemblance"
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Subject
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LM test 1 Monte Carlo test 1 Régressions empilées 1 SURE system 1 Seemingly unrelated regressions 1 bootstrap 1 contemporaneous correlation 1 corrélation contemporaine 1 croissance 1 exact test 1 finite-sample test 1 growth 1 induced test 1 likelihood ratio test 1 macroeconomics 1 macroéconomie 1 multivariate linear regression 1 quotient de vraisemblance 1 régression linéaire multivariée 1 specification test 1 système SURE 1 test LM 1 test d'indépendance 1 test de Monte Carlo 1 test de spécification 1 test exact 1 test induit 1 test à distance finie 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Dufour, Jean-Marie 1 Khalaf, Lynda 1
Institution
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1
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CIRANO Working Papers 1
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RePEc 1
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Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions
Dufour, Jean-Marie; Khalaf, Lynda - Centre Interuniversitaire de Recherche en Analyse des … - 2000
tests d'indépendance exacts fondés sur les critères du quotient de vraisemblance (LR) et du multiplicateur de Lagrange (LM …). Nous suggérons aussi un critère du type quasi-quotient de vraisemblance (QLR) dérivé sur base des moindres carrés …
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