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Huynh, Frank C. H.

Testing of functional forms of regressions with lagged dependent variable and autocorrelated errors / Frank C. H. Huynh. - Bundoora, Vic. : La Trobe University. School of Economics, 1984 - 15 p. - Discussion paper ; no. 5/84 .

Bibliografía: p. 9-10.

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.

ISBN: 0858165929

Subjects--Topical Terms:
ANALISIS DE REGRESION
MULTIPLICADOR DE LAGRANGE

Subjects--Index Terms: REGRESION LINEAL REGRESION DINAMICA REGRESION MULTIPLE

Dewey Class. No.: 330.015195