Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Home> Publications> Econometrica>Some Tests of Dynamic Specification for a Single Equation

Econometrica: May, 1980, Volume 48, Issue 4

Some Tests of Dynamic Specification for a Single Equation

https://www.jstor.org/stable/1912938
p. 879-897

J. D. Sargan

This paper discusses the constraints on a dynamic equation represented by the possibility of factoring out an autoregressive error specification from a general lag structure. A suitable Wald test is defined and applied to a practical case.

Institutional Access
Log In To View Full Content

Publications

Econometrica

Journal News

December 4, 2024

Update on 2025 Submission and Publication Page Fees at Econometric Society Journals

The Executive Committee of the Econometric Society has approved an increase in the submission fees for papers in Econometrica.  Starting January 1, 2025, the fee for new submissions to Econometrica will be US$125 for regular members and US$50 for student members.
View

Log In


Forgot your password?