USE OF DURBINS H TEST WHEN EQUATION IS ESTIMATED BY INSTRUMENTAL VARIABLES

被引：8

作者：

GODFREY, LG

机构：

来源：

ECONOMETRICA | 1978年 / 46卷 / 01期

关键词：

D O I：

10.2307/1913659

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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页码：225 / 228

页数：4

相关论文

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DURBIN, J .

ECONOMETRICA, 1970, 38 (03) :410-&

[2] TESTING FOR SERIAL-CORRELATION IN DYNAMIC SIMULTANEOUS EQUATION MODELS [J].

GODFREY, LG .

ECONOMETRICA, 1976, 44 (05) :1077-1084

[3] RATIONAL EXPECTATIONS AND NATURAL RATE HYPOTHESIS - SOME CONSISTENT ESTIMATES [J].

MCCALLUM, BT .

ECONOMETRICA, 1976, 44 (01) :43-52

[4]

SARGAN JD, 1959, J ROY STAT SOC B, V21, P91

[5]

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