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

Back