Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence
| Year of publication: |
2004
|
|---|---|
| Authors: | Tsay, Wen-Jen |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 83.2004, 1, p. 69-76
|
| Publisher: |
Elsevier |