Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors
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Cited in
(16)- The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors
- Resampling methods for tests in regression models with autocorrelated errors
- The small sample bias of Durbin's tests for serial correlation when one of the regressors is the lagged dependent variable and the null hypothesis is true
- Testing for autocorrelation in the presence of lagged dependent variables
- The small-sample power of Durbin's \(h\) test revisited
- A classified bibliography of Monte Carlo studies in econometrics
- An efficient two-step estimator for the dynamic adjustment model with autoregressive errors
- Estimation in dynamic regression with an integrated process
- Finite-sample power of tests for autocorrelation in models containing lagged dependent variables
- Exogenous variables and asymptotic bias in dynamic models with autocorrelated errors: a note
- Further results on the h-test of Durbin for stable autoregressive processes
- Testing for residual correlation of any order in the autoregressive process
- The application of the durbin-watson test to the dynamic regression model under normal and non-normal errors
- Checks of model adequacy for univariate time series models and their application to econometric relationships
- The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors
- On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors
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