Model Selection Criterion Based on Kullback-Leibler’s Symmetric Divergence for Simultaneous Equations Model

Moving average in the errors of simultaneous equations model (SEM) is a crucial problem making the estimators from the ordinary least squares (OLS) method inefficient. For this reason, we proposed the transformation matrix in order to correct the first-order moving average, MA(1), that generates in...

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Bibliographic Details
Main Authors: Warangkhana Keerativibool, Jirawan Jitthavech
Language:English
Published: Science Faculty of Chiang Mai University 2019
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Online Access:http://it.science.cmu.ac.th/ejournal/dl.php?journal_id=5945
http://cmuir.cmu.ac.th/jspui/handle/6653943832/66146
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Institution: Chiang Mai University
Language: English

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