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Re: st: Constant terms in AR1 error regressions

From	Michael Hanson <[email protected]>
To	[email protected]
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 ModernApproach," 3rd edition, Thomson South-Western, 2006


-- Mike

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References:
- st: Constant terms in AR1 error regressions
  - From: "Clive Nicholas" <[email protected]>
- Re: st: Constant terms in AR1 error regressions
  - From: Michael Hanson <[email protected]>
- Re: st: Constant terms in AR1 error regressions
  - From: "Clive Nicholas" <[email protected]>
- Re: st: Constant terms in AR1 error regressions
  - From: Michael Hanson <[email protected]>

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