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Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions

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Cumby, Robert E
Huizinga, John
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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 60 (1992)
Issue (Month): 1 (January)
Pages: 185-95
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Handle: RePEc:ecm:emetrp:v:60:y:1992:i:1:p:185-95

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