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