EFFICIENT ESTIMATION WITH SERIAL-CORRELATION AND LAGGED DEPENDENT-VARIABLES - SOLUTION

被引：1

|

作者：

NEWEY, WK ^{[1
]}

机构：

[1] PRINCETON UNIV,PRINCETON,NJ 08544

来源：

ECONOMETRIC THEORY | 1988年 / 4卷 / 02期

关键词：

D O I：

10.1017/S0266466600012184

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：355 / 356

页数：2

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[4] TESTING FOR HIGHER-ORDER SERIAL-CORRELATION IN REGRESSION EQUATIONS WHEN REGRESSORS INCLUDE LAGGED DEPENDENT VARIABLES
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[5] Lagged regression residuals and serial-correlation tests
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[6] ESTIMATION OF THE MEDIANS FOR DEPENDENT-VARIABLES
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[8] ESTIMATION OF THE MEANS OF DEPENDENT-VARIABLES
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[10] FINITE-SAMPLE POWER OF TESTS FOR AUTO-CORRELATION IN MODELS CONTAINING LAGGED DEPENDENT-VARIABLES
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