Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Econometrica: Jul, 1983, Volume 51, Issue 4

Notes and Comments: Heteroscedasticity in Models with Lagged Dependent Variables

https://doi.org/0012-9682(198307)51:4<1233:HIMWLD>2.0.CO;2-J
p. 1233-1242

A. R. Pagan, D. F. Nicholls


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