000			01189nam a2200289 a 4500
003			arcduce
005			20201029183201.0
007			ta
008			131112s1984 at_||||| |||| 00| 0 eng d
020			_a0858165929
040			_aarcduce _carcduce
082	0		_a330.015195
100	1		_aHuynh, Frank C. H. _95301
245	1	0	_aTesting of functional forms of regressions with lagged dependent variable and autocorrelated errors / _cFrank C. H. Huynh.
260			_aBundoora, Vic. : _bLa Trobe University. School of Economics, _c1984
300			_a15 p.
490	0		_aDiscussion paper ; _vno. 5/84
504			_aBibliografía: p. 9-10.
520	3		_aThis 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.
650		4	_aANALISIS DE REGRESION _977
650		4	_aMULTIPLICADOR DE LAGRANGE _95306
653		4	_aREGRESION LINEAL
653		4	_aREGRESION DINAMICA
653		4	_aREGRESION MULTIPLE
942			_cDOCU _jF-D 330.015195 H 14676 _2ddc
945			_aBEA _c2013-11-12
999			_c23776 _d23776