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Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors
Symeonides, Spyridon D.
;
Karavias, Yiannis
;
Tzavalis, Elias
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011671115
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