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The Differencing Test in a Regression with Equicorrelated Disturbances

Published online by Cambridge University Press:  11 February 2009

Badi H. Baltagi
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Abstract

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Type
Problems
Information
Econometric Theory , Volume 6 , Issue 4 , December 1990 , pp. 488
Copyright
Copyright © Cambridge University Press 1990

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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