DOI10.2307/1912518zbMath0467.62099MaRDI QIDQ3920524
Harry H. Kelejian, Roger R. Betancourt
Publication date: 1981 Published in: Econometrica (Search for Journal in Brave) Full work available at URL: https://doi.org/10.2307/1912518
zbMATH Keywords
inconsistency; lagged endogenous variables; Cochrane-Orcutt procedure
Mathematics Subject Classification ID
62P20: Applications of statistics to economics
62J05: Linear regression; mixed models
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