Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors
نویسندگان
چکیده
منابع مشابه
Seemingly Unrelated Regressions
This article considers the seemingly unrelated regression (SUR) model first analyzed by Zellner (1962). We describe estimators used in the basic model as well as recent extensions.
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ژورنال
عنوان ژورنال: Journal of Time Series Econometrics
سال: 2017
ISSN: 2194-6507,1941-1928
DOI: 10.1515/jtse-2015-0014