Hausman tests for autocorrelation in the presence of lagged dependent variables. Some further results
Year of publication: |
1998
|
---|---|
Authors: | Godfrey, Leslie G. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 82.1998, 2, p. 197-208
|
Saved in:
Saved in favorites
Similar items by person
-
Modifications of the rainbow test
Burke, Simon P., (1991)
-
Burke, S. P., (1990)
-
Godfrey, L. G., (1986)
- More ...