Hostname: page-component-586b7cd67f-t7fkt Total loading time: 0 Render date: 2024-11-28T22:22:42.411Z Has data issue: false hasContentIssue false
  • English
  • Français

The Differencing Test in a Regression with Equicorrelated Disturbances

Published online by Cambridge University Press:  11 February 2009

Badi H. Baltagi
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Problems
Information
Econometric Theory , Volume 6 , Issue 4 , December 1990 , pp. 488
Copyright
Copyright © Cambridge University Press 1990

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

1.Maeshiro, A. & Wichers, R.. On the relationship between the estimates of level models and difference models. American Journal of Agricultural Economics 71 (1989): 432–434.CrossRefGoogle Scholar
2.Plosser, C.I., Schwert, G.W., & White, H.. Differencing as a test of specification. International Economic Review 23 (1982): 535–552.CrossRefGoogle Scholar