Lagged Dependent Variables and Serially Correlated Errors
A Reappraisal of Three-Pass Least Squares
Bibliographic Data
| ID | 19320161 |
|---|---|
| Authors | Kenneth F Wallis (corresponding author) |
| Year | 1967 |
| Volume | 49 |
| Issue | 4 |
| Pages | 555 |
| Publication date | 1967-11-01 |
| Peer Reviewed | Yes |
| Open Access | No |
| Type | ARTICLE |
| Venue | The Review of Economics and Statistics (JOURNAL) |
| Journal identifiers | ISSN: 0034-6535 • E-ISSN: 1530-9142 |
| Publisher | JSTOR (PUBLISHER) |
| DOI | 10.2307/1928341 |
| OpenAlex | W2084736335 |
| Language | EN |
| Citations received | 13 |
Kenneth F. Wallis, Lagged Dependent Variables and Serially Correlated Errors: A Reappraisal of Three-Pass Least Squares, The Review of Economics and Statistics, Vol. 49, No. 4 (Nov., 1967), pp. 555-567
Econometrics · Generalized least squares · Least-squares function approximation · Non-sampling error · Partial least squares regression · Regression analysis · Statistics · Total least squares · Forecasting Techniques and Applications · Mathematics · Statistical and numerical algorithms
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| Unique citing works | 13 |
|---|---|
| Citations per year | 0,25 |
| Citation span | 1973 - 1996 (24) |
| Citation velocity | historical |
| Highly cited | No |
| Citation types | Neutral: 7 |