Testing for serial correlation in multivariate regression models

DOI10.1016/S0304-4076(97)00114-0zbMath0955.62092MaRDI QIDQ1305639

Ekaterini Kyriazidou

Publication date: 11 November 1999

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

zbMATH Keywords

conditional heteroskedasticityserial correlation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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