Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables
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Publication:4178360
DOI10.2307/1913830zbMath0395.62063OpenAlexW2042611711MaRDI QIDQ4178360
Publication date: 1978
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913830
LagGed Dependent VariablesArmaAsymptotic TestsError AutocorrelationFirst Order Markov FormHigher Order Serial CorrelationLagrange Multiplier Tests
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