Testing for serial correlation in multivariate regression models

Journal of Econometrics

Volumn 86, Issue 2, 1998, Pages 193-220

  Kyriazidou, Ekaterini ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

Conditional heteroskedasticity; Multivariate regression; Serial correlation

Indexed keywords

EID: 0347335538     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(97)00114-0     Document Type: Article

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