Test of Independence between a Subset of Stochastic Regressors and Disturbances

• 1 October 1980
• journal article
• Published by JSTOR in International Economic Review
• Vol. 21  (3) , 749
• https://doi.org/10.2307/2526366

Abstract

Keywords

• STOCHASTIC REGRESSORS
• TEST OF INDEPENDENCE
• REGRESSORS AND DISTURBANCES
• SUBSET OF STOCHASTIC