A Note on the Use of Durbin's h Tests when the Equation is Estimated by Instrumental Variables

DOI10.2307/1913659zbMath0369.62105OpenAlexW2001975101MaRDI QIDQ4148721

Leslie G. Godfrey

Publication date: 1978

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913659

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Checks of model adequacy for univariate time series models and their application to econometric relationships ⋮ The power of alternative tests for serial correlation in dynamic models estimated by instrumental variables

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