Double-length regressions for the Box-Cox difference model with heteroskedasticity or autocorrelation

Economics Letters

Volumn 69, Issue 1, 2000, Pages 9-14

  Baltagi, Badi H ^a   Li, Dong ^b  

^a TEXAS A AND M UNIVERSITY   (United States)

^b EAST CAROLINA UNIVERSITY   (United States)

Author keywords

Autocorrelation; Box Cox difference model; C12; Double length regression; Heteroskedasticity

Indexed keywords

EID: 0034412568     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(00)00284-6     Document Type: Article

References (7)

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