Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
Robert E. Cumby, John Huizinga, Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions, Econometrica, Vol. 60, No. 1 (Jan., 1992), pp. 185-195