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Re: st: Constant terms in AR1 error regressions


From   Michael Hanson <mshanson@mac.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Constant terms in AR1 error regressions
Date   Thu, 18 Dec 2008 17:33:33 -0500

On Dec 18, 2008, at 5:06 PM, Michael Hanson wrote:

That said, Wooldridge (2006, p. 418) discusses testing for AR(1) serial correlation with strictly exogenous regressors....

Sorry about the brief reference:

Wooldridge, Jeffrey M., "Introductory Econometrics: A Modern Approach," 3rd edition, Thomson South-Western, 2006

-- Mike

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