The Econometric SocietyEdited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262
Econometrica: Jul, 1975, Volume 43, Issue 4
https://doi.org/0012-9682(197507)43:4<711:ATFTPO>2.0.CO;2-A
p. 711-717
David K. Guilkey
This paper derives an asymptotically valid test for first-order autoregressive errors. The test is derived in a simultaneous system of equations context, and allows lagged endogenous variables to be present in the model.
November 16, 2023
I am delighted to welcome a new member to the Quantitative Economics editorial board. Effective July 1, 2024, Chao Fu (University of Wisconsin-Madison) will become a Co-Editor. Chao is a distinguished scholar with broad expertise in applied economics. Her knowledge and insight will be of great value to the journal.
