Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors (Q1695683)

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scientific article; zbMATH DE number 6835928
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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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