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

DOI10.1016/j.econlet.2003.10.005zbMath1255.62166MaRDI QIDQ1927461

Wen-Jen Tsay

Publication date: 1 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2003.10.005

zbMATH Keywords

SURE model; multivariate independence test

Mathematics Subject Classification ID

62H15: Hypothesis testing in multivariate analysis

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Cites Work

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