Autocorrelation pre-testing in the linear model: Estimation, testing and prediction
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 25 (1984)
Issue (Month): 1-2 ()
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- Banerjee, A.N., 1997. "The Sensitivity of Estimates, Inferences and Forecasts of Linear Models," Open Access publications from Tilburg University urn:nbn:nl:ui:12-74329, Tilburg University.
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- Matei Demetrescu & Uwe Hassler & Vladimir Kuzin, 2011. "Pitfalls of post-model-selection testing: experimental quantification," Empirical Economics, Springer, vol. 40(2), pages 359-372, April.
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