Empirical Likelihood Ratio Test for Seemingly Unrelated Regression Models
- Chuanhua Wei
- Xiaoxiao Ma
Abstract
This paper considers the problem of testing independence of equations in a seemingly unrelated regression model. A
novel empirical likelihood test approach is proposed, and under the null hypothesis it is shown to follow asymptotically a
chi-square distribution. Finally, simulation studies and a real data example are conducted to illustrate the performance of
the proposed method.
- Full Text: PDF
- DOI:10.5539/ijsp.v10n3p1
This work is licensed under a Creative Commons Attribution 4.0 License.
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