Testing for serial correlation by variable addition in dynamic models estimated by instrumental variables
Year of publication: |
1994
|
---|---|
Authors: | Godfrey, L. G. |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 76.1994, 3, p. 550-559
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
- More ...
-
Modifications of the rainbow test
Burke, Simon P., (1991)
-
Burke, S. P., (1990)
-
Misspecification tests in econometrics : the Lagrange multiplier principle and other approaches
Godfrey, L. G., (1988)
- More ...