Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors
Year of publication: |
Jan 2017
|
---|---|
Authors: | Symeonides, Spyridon D. ; Karavias, Yiannis ; Tzavalis, Elias |
Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 9.2017, 1, p. 1-41
|
Subject: | linear regression | S.U.R. models | stochastic expansions | asymptotic approximations | AR(1) errors | Schätztheorie | Estimation theory |
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