Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence
Wen-jen Tsay
| Year of publication: |
2004
|
|---|---|
| Authors: | Tsay, Wen-jen |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 83.2004, 1, p. 69-76
|
| Subject: | Multivariate Analyse | Multivariate analysis | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001967831