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Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors

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  • Maddala, G S
  • Rao, A S

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  • Maddala, G S & Rao, A S, 1973. "Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors," Econometrica, Econometric Society, vol. 41(4), pages 761-774, July.
    • Handle: RePEc:ecm:emetrp:v:41:y:1973:i:4:p:761-74
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    3. Mitchener, Kris James & Richardson, Gary, 2013. "Does “skin in the game” reduce risk taking? Leverage, liability and the long-run consequences of new deal banking reforms," Explorations in Economic History, Elsevier, vol. 50(4), pages 508-525.
    4. Toni Stocker, 2007. "On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors," Statistical Papers, Springer, vol. 48(1), pages 81-93, January.
    5. Sriananthakumar, Sivagowry, 2015. "Approximate Non-Similar critical values based tests vs Maximized Monte Carlo tests," Economic Modelling, Elsevier, vol. 49(C), pages 387-394.
    6. Rayner, Robert K., 1991. "Resampling methods for tests in regression models with autocorrelated errors," Economics Letters, Elsevier, vol. 36(3), pages 281-284, July.
    7. Spitznagel, Eugen, 1977. "Kurzfristige Beschäftigungsfunktionen - Empirische Ergebnisse - ," Mitteilungen aus der Arbeitsmarkt- und Berufsforschung, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 10(1), pages 166-181.
    8. Proïa, Frédéric, 2013. "Further results on the h-test of Durbin for stable autoregressive processes," Journal of Multivariate Analysis, Elsevier, vol. 118(C), pages 77-101.
    9. Spitznagel, Eugen, 1977. "Kurzfristige Beschäftigungsfunktionen - Empirische Ergebnisse - ," Mitteilungen aus der Arbeitsmarkt- und Berufsforschung, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 10(1), pages 166-181.
    10. patel, saurin & sarkissian, sergei, 2012. "To Group or Not to Group? Evidence from Mutual Funds," MPRA Paper 38496, University Library of Munich, Germany.
    11. Colin Cannonier, 2009. "State Abstinence Education Programs and Teen Fertility in the U.S," Departmental Working Papers 2009-14, Department of Economics, Louisiana State University.
    12. Jae Kim & Mahbuba Yeasmin, 2005. "The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors," Computational Economics, Springer;Society for Computational Economics, vol. 25(3), pages 255-267, June.
    13. Dabla-Norris, Era & Minoiu, Camelia & Zanna, Luis-Felipe, 2015. "Business Cycle Fluctuations, Large Macroeconomic Shocks, and Development Aid," World Development, Elsevier, vol. 69(C), pages 44-61.
    14. Erum Toor & Tanweer Ul Islam, 2019. "Power Comparison of Autocorrelation Tests in Dynamic Models," International Econometric Review (IER), Econometric Research Association, vol. 11(2), pages 58-69, September.
    15. Michael Beckmann & Matthias Kräkel, 2022. "Empowerment, Task Commitment, and Performance Pay," Journal of Labor Economics, University of Chicago Press, vol. 40(4), pages 889-938.
    16. Abadir, Karim & Talmain, Gabriel, 2005. "Distilling co-movements from persistent macro and financial series," Working Paper Series 525, European Central Bank.
    17. Jae Kim, 2005. "Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors," Economics Bulletin, AccessEcon, vol. 3(44), pages 1-8.

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