TESTING FOR HIGHER-ORDER SERIAL-CORRELATION IN REGRESSION EQUATIONS WHEN REGRESSORS INCLUDE LAGGED DEPENDENT VARIABLES

被引：330

作者：

GODFREY, LG

机构：

来源：

ECONOMETRICA | 1978年 / 46卷 / 06期

关键词：

D O I：

10.2307/1913830

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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页码：1303 / 1310

页数：8

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