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Testing for Higher Order Serial Correlation in Regression Equations When the Regressors Include Lagged Dependent Variables

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  • Godfrey, Leslie G

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  • Godfrey, Leslie G, 1978. "Testing for Higher Order Serial Correlation in Regression Equations When the Regressors Include Lagged Dependent Variables," Econometrica, Econometric Society, vol. 46(6), pages 1303-1310, November.
  • Handle: RePEc:ecm:emetrp:v:46:y:1978:i:6:p:1303-10
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