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Asymptotics of Multivariate Regression with Consecutively Added Dependent Varibles

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  • Raats, V.M.

    (Tilburg University, Center For Economic Research)

  • van der Genugten, B.B.

    (Tilburg University, Center For Economic Research)

  • Moors, J.J.A.

    (Tilburg University, Center For Economic Research)

Abstract

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Suggested Citation

  • Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A., 2004. "Asymptotics of Multivariate Regression with Consecutively Added Dependent Varibles," Discussion Paper 2004-77, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:ec69ffa7-ec42-4ca3-910b-cace35a7ee9c
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    References listed on IDEAS

    as
    1. Magnus, Jan R., 1978. "Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix," Journal of Econometrics, Elsevier, vol. 7(3), pages 281-312, April.
    2. Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A., 2002. "Multivariate Regression with Monotone Missing Observation of the Dependent Variables," Other publications TiSEM 7b771e12-3bc3-492e-8cd1-7, Tilburg University, School of Economics and Management.
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