Limited-dependent and qualitative variables in econometrics
This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or trunc...
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2 shownTests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors
The paper compares the power of two tests for serial correlation in regression models with lagged dependent variables, recently suggested by Durbin, with that of the likelihood ...
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2
h-index: Number of publications with at least h citations each.