This paper presents the theoretical development of bounds tests and exact tests for serial correlation in the context of a simultaneous equation model which are analogous to those developed for single equation models. The powers of the exact tests are estimated and compared using Monte Carlo simulation of a three equation model.
MLA
Harvey, A. C., and G. D. A. Phillips. “Testing for Serial Correlation in Simultaneous Equation Models.” Econometrica, vol. 48, .no 3, Econometric Society, 1980, pp. 747-760, https://www.jstor.org/stable/1913133
Chicago
Harvey, A. C., and G. D. A. Phillips. “Testing for Serial Correlation in Simultaneous Equation Models.” Econometrica, 48, .no 3, (Econometric Society: 1980), 747-760. https://www.jstor.org/stable/1913133
APA
Harvey, A. C., & Phillips, G. D. A. (1980). Testing for Serial Correlation in Simultaneous Equation Models. Econometrica, 48(3), 747-760. https://www.jstor.org/stable/1913133
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