Size corrected significance tests in Seemingly Unrelated Regressions with autocorrelated errors
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- Symeonides Spyridon D. & Karavias Yiannis & Tzavalis Elias, 2017. "Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors," Journal of Time Series Econometrics, De Gruyter, vol. 9(1), pages 1-41, January.
References listed on IDEAS
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More about this item
KeywordsLinear regression; S.U.R. models; stochastic expansions; asymptotic approximations; AR(1) errors.;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- D24 - Microeconomics - - Production and Organizations - - - Production; Cost; Capital; Capital, Total Factor, and Multifactor Productivity; Capacity
NEP fieldsThis paper has been announced in the following NEP Reports:
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