Some Small Sample Properties of Durbin's Tests for Serial Correlation in Regression Models Containing Lagged Dependent Variables

James L. Kenkel

70 citations0/0 files storedEconometrica

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Spatial and Panel Data Analysis Advanced Statistical Methods and Models Statistical and numerical algorithms

Abstract

James L. Kenkel, Some Small Sample Properties of Durbin's Tests for Serial Correlation in Regression Models Containing Lagged Dependent Variables, Econometrica, Vol. 42, No. 4 (Jul., 1974), pp. 763-769

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1970Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables 1961A Note on Serial Correlation Bias in Estimates of Distributed Lags 1973Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors

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