News
Last, use a replication method to approximate the distribution of this estimated quadratic form to perform the hypothesis test. Specific applications of this general approach have been used previously ...
L. G. Godfrey, Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables, Econometrica, Vol. 46, No ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback