Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function
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References listed on IDEAS
- King, Maxwell L., 1983. "Testing for autoregressive against moving average errors in the linear regression model," Journal of Econometrics, Elsevier, vol. 21(1), pages 35-51, January.
- Laskar, M.R. & King, M.L., 1998. "Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model," Monash Econometrics and Business Statistics Working Papers 5/98, Monash University, Department of Econometrics and Business Statistics.
- Ara, I. & King, M.L., 1995. "Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances," Monash Econometrics and Business Statistics Working Papers 12/95, Monash University, Department of Econometrics and Business Statistics.
- 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.
- Konstas, Panos & Khouja, Mohamad W, 1969. "The Keynesian Demand-for-Money Function: Another Look and Some Additional Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 1(4), pages 765-777, November.
More about this item
KeywordsMaximum likelihood estimation; nonlinear modelling; simulation experiment; two-step estimation.;
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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