Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables

Multiple time series

1970 • 1,885 citations

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

1970 • 1,179 citations

The Lagrangian Multiplier Test

1959 • 441 citations

The Estimation of Relationships with Autocorrelated Residuals by the Use of Instrumental Variables

1959 • 200 citations

Testing for Fourth Order Autocorrelation in Quarterly Regression Equations

1972 • 177 citations

Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study

1972 • 117 citations

The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey

1975 • 91 citations

A GENERALISED APPROACH TO THE TREATMENT OF AUTOCORRELATION*

1974 • 83 citations

Testing for Serial Correlation in Dynamic Simultaneous Equation Models

1976 • 49 citations

Testing for autocorrelation in the autoregressive moving average error model

1973 • 8 citations