On the difference in inference and prediction between the joint and independent t-error models for seemingly unrelated regressions

Mathematics

• Seemingly Unrelated Regression 100%
• Error Model 89%
• Prediction 56%
• Data Distribution 29%
• Likelihood Inference 28%
• Bayesian inference 24%
• Shape Parameter 24%
• Regression Coefficient 23%
• Outlier 22%
• Tail 20%
• Model 19%
• Linear Hypothesis 15%
• Non-normal Distribution 15%
• Predictive Distribution 14%
• Null Distribution 12%
• Posterior distribution 11%
• Linear regression 11%
• Similarity 9%
• Modeling 7%