Testing of functional forms of regressions with lagged dependent variable and autocorrelated errors

DOI10.1016/0165-1765(85)90050-3zbMATH Open1273.62157OpenAlexW1976262175MaRDI QIDQ375132FDOQ375132

Authors: Frank C. H. Huynh 

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(85)90050-3

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Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites Work

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• A Monte Carlo Investigation of the Box-Cox Transformation in Small Samples
• Estimation and testing for functional form and autocorrelation
• Testing linear and log-linear regressions with autocorrelated errors
• Testing Linear and Log-Linear Regressions for Functional Form

Cited In (4)

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• Title not available (Why is that?)
• Constructing Optimal tests on a Lagged dependent variable
• Double-length regressions for the Box--Cox difference model with heteroskedasticity or autocorrelation

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