TESTING FOR HIGHER-ORDER SERIAL-CORRELATION IN REGRESSION EQUATIONS WHEN REGRESSORS INCLUDE LAGGED DEPENDENT VARIABLES

被引：324

|

作者：

GODFREY, LG

机构：

来源：

ECONOMETRICA | 1978年 / 46卷 / 06期

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D O I：

10.2307/1913830

中图分类号：

F [经济];

学科分类号：

02 ;

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页码：1303 / 1310

页数：8

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[1] TESTING FOR SERIAL CORRELATION IN LEAST-SQUARES REGRESSION WHEN SOME OF REGRESSORS ARE LAGGED DEPENDENT VARIABLES
DURBIN, J
[J]. ECONOMETRICA, 1970, 38 (03) : 410 - &
[2] TESTING FOR SERIAL-CORRELATION IN REGRESSION-MODELS WITH LAGGED DEPENDENT-VARIABLES
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[3] EFFICIENT ESTIMATION WITH SERIAL-CORRELATION AND LAGGED DEPENDENT-VARIABLES - SOLUTION
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[J]. ECONOMETRIC THEORY, 1988, 4 (02) : 355 - 356
[4] TESTING AGAINST GENERAL AUTOREGRESSIVE AND MOVING AVERAGE ERROR MODELS WHEN REGRESSORS INCLUDE LAGGED DEPENDENT VARIABLES
GODFREY, LG
[J]. ECONOMETRICA, 1978, 46 (06) : 1293 - 1301
[5] Robust Non-nested Testing for Ordinary Least Squares Regression when Some of the Regressors are Lagged Dependent Variables
Godfrey, Leslie G.
[J]. OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 2011, 73 (05) : 651 - 668
[6] TESTS FOR SERIAL CORRELATION IN REGRESSION MODELS WITH LAGGED DEPENDENT VARIABLES AND SERIALLY CORRELATED ERRORS
MADDALA, GS
RAO, AS
[J]. ECONOMETRICA, 1973, 41 (04) : 761 - 774
[7] SOME SMALL SAMPLE PROPERTIES OF DURBINS TESTS FOR SERIAL CORRELATION IN REGRESSION MODELS CONTAINING LAGGED DEPENDENT VARIABLES
KENKEL, JL
[J]. ECONOMETRICA, 1974, 42 (04) : 763 - 769
[8] On the properties of regression-based tests for seasonal unit roots in the presence of higher-order serial correlation
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[J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2001, 19 (03) : 374 - 379