Multimodality of the Likelihood in the Bivariate Seemingly Unrelated Regression Model
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Multill10dality of the likelihood in the bivariate seemingly unrelated regression model
Seemingly unrelated regression (SUR) models traditionally appear in econometrics but recently also emerged in likelihood factorizations of Gaussian graphical models. The literature on maximum likelihood estimation in SUR seems not to mention the possibility of a multimodallikelihood. \eVe want to increase the awareness of this phenomenon by a thorough study of a two-equation model illustrated b...
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تاریخ انتشار 2002