Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (Q1858912)
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scientific article; zbMATH DE number 1869166
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. |
scientific article; zbMATH DE number 1869166 |
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Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (English)
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17 February 2003
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seemingly unrelated regressions
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SURE system
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multivariate linear regression
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contemporaneous correlation
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exact test
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finite-sample test
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Monte Carlo test
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bootstrap
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induced test
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LM test
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likelihood ratio test
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specification test
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macroeconomics
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growth
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