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Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
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Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
RC
Robert E. Cumby
Robert E. Cumby
JH
John Huizinga
John Huizinga
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1 January 1992
journal article
Published by
JSTOR
in
Econometrica
Vol. 60
(1)
,
185
https://doi.org/10.2307/2951684
Abstract
No abstract available
Cited by 176 articles