Testing of functional forms of regressions with lagged dependent variable and autocorrelated errors /

This paper presents the test statistics for the Maximum Likelihood Ratio, the Lagrange Multiplier and the Wald tests for regressions that involve a lagged dependent variable, autocorrelated errors and the Box–Cox transformation. A computational procedure is suggested.

Bibliographic Details
Main Author: Huynh, Frank C. H.
Format: Book
Language:English
Published: Bundoora, Vic. : La Trobe University. School of Economics, 1984
Series:Discussion paper ; no. 5/84
Subjects: