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Recursions for the two-stage least-sqares estimators
Phillips, Garry D. A. - In: Journal of econometrics 6 (1977) 1, pp. 65-77
Persistent link: https://www.econbiz.de/10002639584
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Testing for heteroscedasticity in simultaneous equation models
Harvey, A. C.; Phillips, G. D. A. - In: Journal of econometrics 15 (1981) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10002833942
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Testing for serial correlation in simultaneous equation models : some further results
Harvey, A. C.; Phillips, G. D. A. - In: Journal of econometrics 17 (1981) 1, pp. 99-105
Persistent link: https://www.econbiz.de/10002833967