Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (Q1858912): Difference between revisions

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Latest revision as of 08:21, 30 July 2024

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Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.
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    Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (English)
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    17 February 2003
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    seemingly unrelated regressions
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    SURE system
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    multivariate linear regression
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    contemporaneous correlation
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    exact test
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    finite-sample test
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    Monte Carlo test
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    bootstrap
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    induced test
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    LM test
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    likelihood ratio test
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    specification test
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    macroeconomics
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    growth
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