A New Test for Autocorrelation in the Disturbances of the Dynamic Linear Regression Model
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Bibliographic InfoArticle provided by Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association in its journal International Economic Review.
Volume (Year): 31 (1990)
Issue (Month): 2 (May)
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- Adrian Pagan, 1985.
"Two Stage and Related Estimators and Their Applications,"
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