Some Small Sample Properties of Durbin's Tests for Serial...

Some Small Sample Properties of Durbin's Tests for Serial Correlation in Regression Models Containing Lagged Dependent Variables

James L. Kenkel
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Volume:
42
Language:
english
Journal:
Econometrica
DOI:
10.2307/1913945
Date:
July, 1974
File:
PDF, 297 KB
english, 1974
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