Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors (Q1695683)
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scientific article; zbMATH DE number 6835928
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors |
scientific article; zbMATH DE number 6835928 |
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Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors (English)
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7 February 2018
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linear regression
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S.U.R. models
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stochastic expansions
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asymptotic approximations
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AR(1) errors
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