Jerry G. Thursby, A Test Strategy for Discriminating Between Autocorrelation and Misspecification in Regression Analysis, The Review of Economics and Statistics, Vol. 63, No. 1 (Feb., 1981), pp. 117-123
No takes yet. Share an insight, caveat, or question.
Jerry G. Thursby (1981) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context: