Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances
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- Rahman, Shahidur & King, Maxwell L., 1997. "Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters," Journal of Econometrics, Elsevier, vol. 82(1), pages 81-106.
- Jahar Bhowmik & Maxwell King, 2007.
"Maximal invariant likelihood based testing of semi-linear models,"
Springer, vol. 48(3), pages 357-383, September.
- Maxwell L. King & Jahar L. Bhowmik, 2004. "Maximal Invariant Likelihood Based Testing of Semi-Linear Models," Econometric Society 2004 Australasian Meetings 245, Econometric Society.
- Laskar, Mizan R. & King, Maxwell L., 1997. "Modified Wald test for regression disturbances," Economics Letters, Elsevier, vol. 56(1), pages 5-11, September.
- Jahar L. Bhowmik & Maxwell L. King, 2005. "Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function," Monash Econometrics and Business Statistics Working Papers 18/05, Monash University, Department of Econometrics and Business Statistics.
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KeywordsREGRESSION ANALYSIS; Marginal Likelihood; Hypothesis tests;
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