Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.
type: Item
instance of: scholarly article
title: Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.
zbMATH Open document ID: 1088.62518
DOI: 10.1016/S0304-4076(01)00093-8
author: Jean-Marie Dufour
author: Lynda Khalaf
published in: Journal of Econometrics
publication date: 2003-02-17T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1869166
zbMATH Keywords: seemingly unrelated regressions
zbMATH Keywords: SURE system
zbMATH Keywords: multivariate linear regression
zbMATH Keywords: contemporaneous correlation
zbMATH Keywords: exact test
zbMATH Keywords: finite-sample test
zbMATH Keywords: Monte Carlo test
zbMATH Keywords: bootstrap
zbMATH Keywords: induced test
zbMATH Keywords: LM test
zbMATH Keywords: likelihood ratio test
zbMATH Keywords: specification test
zbMATH Keywords: macroeconomics
zbMATH Keywords: growth
describes a project that uses: bootstrap
MaRDI profile type: Publication
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full work available at URL: s0304-4076(01)00093-8
OpenAlex ID: W3093135202
description: scientific article; zbMATH DE number 1869166