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Autocorrelation and the sensitivity of reset

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Author Info
Porter, Richard D.
Kashyap, Anil K.

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Abstract

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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 14 (1984)
Issue (Month): 2-3 ()
Pages: 229-233
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Handle: RePEc:eee:ecolet:v:14:y:1984:i:2-3:p:229-233

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  1. Linda F. DeBenedictis, & David E. A. Giles, 1998. "Robust Specification Testing in Regression: The FRESET Test and Autocorrelated Disturbances," Econometrics Working Papers 9806, Department of Economics, University of Victoria. [Downloadable!]
  2. Dimitris Hatzinikolaou & Athanassios Stavrakoudis, 2005. "A New Variant of RESET for Distributed Lag Models," Economics Bulletin, Economics Bulletin, vol. 3(56), pages 1-4. [Downloadable!]
  3. Seung Hyun Hong & Peter C. B. Phillips, 2005. "Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity," Cowles Foundation Discussion Papers 1541, Cowles Foundation, Yale University. [Downloadable!]
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