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Efficient Estimation with Serial Correlation and Lagged Dependent Variables

Published online by Cambridge University Press:  18 October 2010

Whitney K. Newey
Whitney K. Newey*
Affiliation:
Princeton University.
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Information
Econometric Theory , Volume 4 , Issue 2 , August 1988 , pp. 355 - 356
Copyright
Copyright © Cambridge University Press 1988 

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References

REFERENCE

1. Hatanaka, M. An efficient two-step estimator for the dynamic adjustment model with autoregressive errors. Journal of Econometrics 2 (1974): 199–220.10.1016/0304-4076(74)90001-3Google Scholar