Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood

DOI10.1016/0304-4076(82)90005-7zbMath0497.62054OpenAlexW2139448309MaRDI QIDQ1170850

Jan R. Magnus

Publication date: 1982

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://research.tilburguniversity.edu/en/publications/9ffb33fe-f5af-470f-b405-fc26051daf73

zbMATH Keywords

maximum likelihoodWald testsasymptotic covariance matricesmultivariate error components analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) General nonlinear regression (62J02)

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