← Search Econometrica Vol. 51 No. 4 1983 Heteroscedasticity in Models with Lagged Dependent Variables D. F. Nicholls; A. R. Pagan DOI10.2307/1912061 Volume51 Issue4 Pages1233 Sources bibtex:phds-export.bib semanticscholar crossref openalex Cite APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓