Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
| Year of publication: |
2002
|
|---|---|
| Authors: | Dufour, Jean-Marie ; Khalaf, Lynda |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 106.2002, 1, p. 143-170
|
| Publisher: |
Elsevier |