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A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification

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  • Sargan, John D
  • Mehta, Fatemeh

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  • Sargan, John D & Mehta, Fatemeh, 1983. "A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification," Econometrica, Econometric Society, vol. 51(5), pages 1551-1567, September.
    • Handle: RePEc:ecm:emetrp:v:51:y:1983:i:5:p:1551-67
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    Cited by:

    1. Chao Wang & Yue‐Jun Zhang, 2020. "Does environmental regulation policy help improve green production performance? Evidence from China's industry," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 27(2), pages 937-951, March.
    2. Ghosal, Vivek & Ye, Yang, 2019. "The impact of uncertainty on the number of businesses," Journal of Economics and Business, Elsevier, vol. 105(C).
    3. Gourieroux Christian & Monfort Alain & Renault E, 1985. "Testing unknown linear restrictions on parameter functions," CEPREMAP Working Papers (Couverture Orange) 8516, CEPREMAP.
    4. David F. Hendry & Peter C.B. Phillips, 2017. "John Denis Sargan at the London School of Economics," Cowles Foundation Discussion Papers 2082, Cowles Foundation for Research in Economics, Yale University.

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