A Test for Autocorrelation in Models with Lagged Dependent Variables

• 1 May 1980
• journal article
• Published by JSTOR in The Review of Economics and Statistics
• Vol. 62  (2) , 313
• https://doi.org/10.2307/1924765

Abstract

Keywords

• DEPENDENT VARIABLES
• LAGGED DEPENDENT
• TEST FOR AUTOCORRELATION
• AUTOCORRELATION IN MODELS