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Heteroscedasticity in Models with Lagged Dependent Variables

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Nicholls, D F
Pagan, A R

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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 51 (1983)
Issue (Month): 4 (July)
Pages: 1233-42
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Handle: RePEc:ecm:emetrp:v:51:y:1983:i:4:p:1233-42

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