Tests for serial correlation in regression models with lagged dependent variables and serially correlated errors

Author(s)

• Maddala, G. S.
• Rao, A. S.

Bibliographic Information

Tests for serial correlation in regression models with lagged dependent variables and serially correlated errors

by G.S. Maddala and A.S. Rao

（Cowles Foundation paper / Cowles Foundation for Research in Economics at Yale University, no. 402）

Cowles Foundation for Research in Economics at Yale University, 1974

Note

Reprint of article originally appearing in: Econometrica, v. 41, no. 4 (July, 1973)

Title from cover

Bibliography: p. 774

Details

• NCID: BA64592311
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New Haven, Conn.
• Pages/Volumes: p. 761-774
• Size: 25 cm
• Parent Bibliography ID:
  • BA60960490