Hausman tests for autocorrelation in the presence of lagged dependent variables: Some further results

Journal of Econometrics

Volumn 82, Issue 2, 1998, Pages 197-207

  Godfrey, Leslie G ^a  

^a UNIVERSITY OF YORK   (United Kingdom)

Author keywords

Autocorrelation; Hausman tests; Lagged dependent variables

Indexed keywords

EID: 0041352334     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(97)00056-0     Document Type: Article

References (10)

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