Autocorrelation pre-test estimation in models with a lagged dependent variable - Giles, David E. A., 1949-; Monash University. Department of Econometrics and Operations Research (Clayton, Vic. : Dept. of Econometrics & Operations Research, Faculty of Economics and Politics, Monash University, 1982)
Forthcoming in: Specification analysis in the linear model : essays in honour of Donald Cochrane / edited by M.L. King and D.E.A. Giles.
Bibliography: p. 58-60.
Keywords: Parameters. Estimation; Estimation theory