Testing for Serial Correlation in Dynamic Simultaneous Equation Models
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Publication:4107340
DOI10.2307/1911545zbMath0338.62038OpenAlexW1980872442MaRDI QIDQ4107340
Publication date: 1976
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911545
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)
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