Heteroscedasticity in Models with Lagged Dependent Variables

• 1 July 1983
• journal article
• Published by JSTOR in Econometrica
• Vol. 51  (4) , 1233
• https://doi.org/10.2307/1912061

Abstract

Keywords

• HETEROSCEDASTICITY IN MODELS
• LAGGED DEPENDENT VARIABLES
• MODELS WITH LAGGED