Testing for serial correlation in simultaneous equation models. Some further results

DOI10.1016/0304-4076(81)90061-0MaRDI QIDQ1164366zbMATH OpenOpenAlexFDO

Authors Andrew C. Harvey, G. D. A. Phillips

Publication date 1981

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(81)90061-0

zbMATH Keywords

simultaneous equation modelstest powerstype 1 error probabilities

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cites work

• A Simple Test for Serial Correlation in Regression Analysis
• Almost Unbiased Estimator in Simultaneous Equations Systems
• scientific article; zbMATH DE number 3357817 (Why is no real title available?)
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• Testing for Serial Correlation in Simultaneous Equation Models
• TESTING FOR SERIAL CORRELATION IN SYSTEMS OF SIMULTANEOUS REGRESSION EQUATIONS

This page was built for publication: Testing for serial correlation in simultaneous equation models. Some further results

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1164366)