Testing for autocorrelation in the presence of lagged dependent variables : A specification error approach
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 60 (1994)
Issue (Month): 1-2 ()
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Web page: http://www.elsevier.com/locate/jeconom
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- Godfrey, Leslie G., 1998. "Hausman tests for autocorrelation in the presence of lagged dependent variables Some further results," Journal of Econometrics, Elsevier, vol. 82(2), pages 197-207, February.
- Yihui Lan, 2001. "The Long-Run Value of Currencies: A Big Mac Perspective," Economics Discussion / Working Papers 01-17, The University of Western Australia, Department of Economics.
- Yihui Lan, 2003. "The Long-Term Behaviour of Exchange Rates, Part V: The Stationarity of Exchange Rates," Economics Discussion / Working Papers 03-09, The University of Western Australia, Department of Economics.
- Godfrey, L.G. & Tremayne, A.R., 2005. "The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 377-395, April.
- Yihui Lan, 2003. "The Long-Term Behaviour of Exchange Rates, Part IV: Big Macs and the Evolution of Exchange Rates," Economics Discussion / Working Papers 03-08, The University of Western Australia, Department of Economics.
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