Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors

Linear Statistical Inference and its Applications

1973 • 10,599 citations

Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables

1970 • 1,179 citations

Statistical Methods of Econometrics

1970 • 828 citations

Statistical Methods of Econometrics.

1967 • 202 citations

A Note on Serial Correlation Bias in Estimates of Distributed Lags

1961 • 196 citations

Likelihood Inference and Time Series

1962 • 190 citations

Monte Carlo Results for Estimation in a Stable Markov Time Series

1966 • 47 citations

Finite Sample Monte Carlo Studies: An Autoregressive Illustration

1967 • 44 citations