Panel Data - Memorial University of Newfoundland
Panel Data - Memorial University of Newfoundland
Panel Data - Memorial University of Newfoundland
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
Testing for correlated errors for three equations:<br />
H0 : σ<br />
12<br />
=σ<br />
13<br />
=σ<br />
23<br />
= 0<br />
( )<br />
LM = T r + r + r χ<br />
2 2 2 2<br />
12 13 23 (3)<br />
Principles <strong>of</strong> Econometrics, 3rd Edition<br />
Slide 15-20