Some aspects of bivariate regression subject to linear constraints

This paper considers a two-equation linear model when a subset of the parameters in one of the equations is subject to zero constraints. Inference procedures are presented both in the Bayesian and sampling theory framework. Specifically, posterior distributions and confidence distributions of the pa...

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Veröffentlicht in:	Journal of econometrics 1977, Vol.5 (1), p.13-35
Hauptverfasser:	Tiao, George C., Tan, Wei-Yuan, Chang, Yu-Chi
Format:	Artikel
Sprache:	eng
Online-Zugang:	Volltext
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