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

Kenneth F. Wallis

The Review of Economics and Statistics 1967

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

DOI
10.2307/1928341
Volume
49 (4)
Pages
555
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