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Lagged Dependent Variables and Serially Correlated Errors: A Reappraisal of Three-Pass Least Squares
Kenneth F. Wallis
The Review of Economics and Statistics
Vol. 49, No. 4 (Nov., 1967), pp. 555-567
Published by: The MIT Press
Stable URL: http://www.jstor.org/stable/1928341
Page Count: 13
You can always find the topics here!Topics: Least squares, Sample mean, Estimation bias, Coefficients, Instrumental variables estimation, Standard error, Consistent estimators, Standard deviation, Error rates, Statistical bias
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The Review of Economics and Statistics © 1967 The MIT Press