Size corrected significance tests in Seemingly Unrelated Regressions with autocorrelated errors
Authors: | Symeondes, Spyridon D. ; Karavias, Yiannis ; Tzavalis, Elias |
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Institutions: | Granger Centre for Time Series Econometrics, School of Economics |
Subject: | Linear regression | S.U.R. models | stochastic expansions | asymptotic approximations | AR(1) errors |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C12 - Hypothesis Testing ; D24 - Production; Capital and Total Factor Productivity; Capacity |
Source: |
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Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors
Symeonides, Spyridon D., (2017)
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