Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence (Q1927461)

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Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence
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    Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence (English)
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    1 January 2013
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    multivariate independence test
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    SURE model
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