Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence
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Publication:1927461
DOI10.1016/j.econlet.2003.10.005zbMath1255.62166MaRDI QIDQ1927461
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
62H15: Hypothesis testing in multivariate analysis
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