Testing for serial correlation in simultaneous equation models. Some further results
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Publication:1164366
DOI10.1016/0304-4076(81)90061-0zbMath0485.62118MaRDI QIDQ1164366
Garry D. A. Phillips, Andrew C. Harvey
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
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
Cites Work
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- TESTING FOR SERIAL CORRELATION IN SYSTEMS OF SIMULTANEOUS REGRESSION EQUATIONS
- Testing for Serial Correlation in Simultaneous Equation Models
- A Simple Test for Serial Correlation in Regression Analysis
- Almost Unbiased Estimator in Simultaneous Equations Systems
- TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II