Testing Serial Correlation in Semiparametric Time Series Model.
In this paper we propose two test statistics for testing serial correlation in semiparametric time series model that could allow lagged dependent variables as explanatory variables .
Year of publication: |
1999
|
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Authors: | Li, D. ; Stengos, T. |
Institutions: | Department of Economics and Finance, College of Business and Economics |
Subject: | TESTS | ECONOMIC MODELS | TIME SERIES |
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