Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence (Q1927461)
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scientific article; zbMATH DE number 6120248
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence |
scientific article; zbMATH DE number 6120248 |
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Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence (English)
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1 January 2013
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multivariate independence test
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SURE model
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