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Generalized variance-ratio tests for serial correlation in multivariate regression models

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  • Szroeter, Jerzy

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  • Szroeter, Jerzy, 1978. "Generalized variance-ratio tests for serial correlation in multivariate regression models," Journal of Econometrics, Elsevier, vol. 8(1), pages 47-59, August.
    • Handle: RePEc:eee:econom:v:8:y:1978:i:1:p:47-59
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    Cited by:

    1. Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014. "Multivariate variance ratio statistics," CeMMAP working papers CWP29/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014. "Multivariate variance ratio statistics," CeMMAP working papers 29/14, Institute for Fiscal Studies.
    3. Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015. "An investigation into multivariate variance ratio statistics and their application to stock market predictability," CeMMAP working papers 13/15, Institute for Fiscal Studies.
    4. Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015. "An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability," Cambridge Working Papers in Economics 1552, Faculty of Economics, University of Cambridge.

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