TY  - BOOK
AU  - Huynh,Frank C.H.
TI  - Testing of functional forms of regressions with lagged dependent variable and autocorrelated errors
T2  - Discussion paper
SN  - 0858165929
U1  - 330.015195 
PY  - 1984///
CY  - Bundoora, Vic.
PB  - La Trobe University. School of Economics
KW  - ANALISIS DE REGRESION
KW  - MULTIPLICADOR DE LAGRANGE
KW  - REGRESION LINEAL
KW  - REGRESION DINAMICA
KW  - REGRESION MULTIPLE
N1  - Bibliografía: p. 9-10
N2  - 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
ER  -