Generalized variance-ratio tests for serial correlation in multivariate regression models
type: Item
instance of: scholarly article
title: Generalized variance-ratio tests for serial correlation in multivariate regression models
zbMATH Open document ID: 0396.62066
DOI: 10.1016/0304-4076(78)90089-1
author: Jerzy Szroeter
published in: Journal of Econometrics
publication date: 1978-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 3615753
zbMATH Keywords: Multivariate Generalizations of F-Distribution
zbMATH Keywords: Multivariate Linear Regression Models
zbMATH Keywords: Exact Tests
zbMATH Keywords: Serial Autocorrelation
zbMATH Keywords: Rotterdam Model of Consumer Demand
MaRDI profile type: Publication
full work available at URL: 0304-4076(78)90089-1
OpenAlex ID: W2022385355
cites work: Q3255781
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cites work: Testing for Fourth Order Autocorrelation in Quarterly Regression Equations
description: scientific article; zbMATH DE number 3615753