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The small sample bias of Durbin's tests for serial correlation : When one of the regressors is the lagged dependent variable and the null hypothesis is true
Spencer, Byron G.
- In:
Journal of Econometrics
3
(
1975
)
3
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pp. 249-254
Persistent link: https://www.econbiz.de/10005192909
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Single-equation estimators and aggregation restrictions when equations have the same sets of regressors
Denton, Frank T.
- In:
Journal of Econometrics
8
(
1978
)
2
,
pp. 173-179
Persistent link: https://www.econbiz.de/10005286030
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