Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions

Jean-Marie Dufour () and Lynda Khalaf ()

Journal of Econometrics, 2002, vol. 106, issue 1, pages 143-170

Date: 2002
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Related works:
Working Paper: Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions (2000)
Working Paper: Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions (2000)
Working Paper: Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions (2000)
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Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao, P. M. Robinson and A. Zellner

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