Highly accurate likelihood analysis for the seemingly unrelated regression problem

Author:

Fraser D.A.S.,Rekkas M.,Wong A.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference24 articles.

1. An Introduction to Multivariate Statistical Analysis;Anderson,1984

2. A Bartlett adjustment to the likelihood ratio test for a system of equations;Attfield;Journal of Econometrics,1995

3. Bartlett adjustments for systems of linear equations with linear restrictions;Attfield;Economic Letters,1998

4. Modified signed log-likelihood ratio;Barndorff-Nielsen;Biometrika,1991

5. Inference and Asymptotics;Barndorff-Nielsen,1994

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