What is it about?
Introduce testing procedures which can improve econometric inference for small samples
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Why is it important?
This is a new approach which performs very well in small samples
Perspectives
Writing this article was a great pleasure and I ve learned a lot of new things
ELIAS TZAVALIS
Athens University of Economics and Business
Read the Original
This page is a summary of: Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors, Journal of Time Series Econometrics, January 2017, De Gruyter,
DOI: 10.1515/jtse-2015-0014.
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