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Testing for autocorrelation in the presence of lagged dependent variables: A specification error approach

Hashem Dezhbakhsh and Jerry Thursby ()

Journal of Econometrics, 1994, vol. 60, issue 1-2, pages 251-272

Date: 1994
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Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao, P. M. Robinson and A. Zellner

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