|
| 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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
| © Copyright 1996–2025 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |