Econometrica Vol. 48 No. 4 1980
Some Tests of Dynamic Specification for a Single Equation
Abstract
[This paper discusses the constraints on a dynamic equation represented by the possibility of factoring out an autoregressive error specification from a general lag structure. A suitable Wald test is defined and applied to a practical case.]
- DOI
- 10.2307/1912938
- Volume
- 48
- Issue
- 4
- Pages
- 879
- Sources
- bibtex:phds-export.bib crossref openalex