Constructing Optimal tests on a Lagged dependent variable

Marsh, P. (2007) Constructing Optimal tests on a Lagged dependent variable. Journal of Time Series Analysis, 28 (5). pp. 723-743. ISSN 0143-9782

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Authors/Creators:
  • Marsh, P.
Dates:
  • Published: February 2007
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: York RAE Import
Date Deposited: 27 Mar 2009 16:00
Last Modified: 27 Mar 2009 16:00
Published Version: http://dx.doi.org/10.1111/j.1467-9892.2007.00536.x
Status: Published
Publisher: Blackwell Publishing Ltd
Identification Number: https://doi.org/10.1111/j.1467-9892.2007.00536.x

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