Testing for serial correlation in multivariate regression models
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Publication:1305639
DOI10.1016/S0304-4076(97)00114-0zbMath0955.62092MaRDI QIDQ1305639
Publication date: 11 November 1999
Published in: Journal of Econometrics (Search for Journal in Brave)
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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