Testing for serial correlation in simultaneous equation models. Some further results

DOI10.1016/0304-4076(81)90061-0zbMath0485.62118OpenAlexW1512151218MaRDI QIDQ1164366

Garry D. A. Phillips, Andrew C. Harvey

Publication date: 1981

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(81)90061-0

zbMATH Keywords

simultaneous equation modelstest powerstype 1 error probabilities

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Cites Work

• TESTING FOR SERIAL CORRELATION IN SYSTEMS OF SIMULTANEOUS REGRESSION EQUATIONS
• Testing for Serial Correlation in Simultaneous Equation Models
• A Simple Test for Serial Correlation in Regression Analysis
• Almost Unbiased Estimator in Simultaneous Equations Systems
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• Unnamed Item

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