Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables

Godfrey, L. G. (1978). Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables. Econometrica.

Type

Journal article

Intellectual base

Primary research

Year

1978

DOI

10.2307/1913829

DOI registrant

JSTOR

Link

https://doi.org/10.2307/1913829

Cited by

1 citation across 1 artifact.

Domain-specific

• Breusch–Godfrey test
  • The entry records a descriptive analytical identity; practical use requires the governing domain's evidence, standards, and safety obligations.

Verification

Does it exist? Confirmed. This work's DOI resolves to a registered record, which fixes its identity. That is all it fixes.

Does it back the claim? Not recorded. The single citation of this work carries no recorded support check.

Support is checked per citation rather than per work — the same source can be cited soundly in one article and wrongly in another. Per-citation recording began recently, so a citation with no recorded check is a gap in the record rather than evidence it went unchecked.

See how references were verified.

Registry ID ref:0f05c451fdea · see in the full table