Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors
Spyridon D. Symeonides, Yiannis Karavias and Elias Tzavalis
| Year of publication: |
Jan 2017
|
|---|---|
| Authors: | Symeonides, Spyridon D. ; Karavias, Yiannis ; Tzavalis, Elias |
| Subject: | linear regression | S.U.R. models | stochastic expansions | asymptotic approximations | AR(1) errors | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jtse-2015-0014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011671115