Lagged Dependent Variables and Serially Correlated Errors: A Reappraisal of Three-Pass Least Squares

Kenneth Frank Wallis

122 citations0/0 files storedThe Review of Economics and Statistics

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

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Kenneth F. Wallis, Lagged Dependent Variables and Serially Correlated Errors: A Reappraisal of Three-Pass Least Squares, The Review of Economics and Statistics, Vol. 49, No. 4 (Nov., 1967), pp. 555-567

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