Instrumental variable tests for serial correlation can be carried out by adding lagged residuals from initial estimation to the regressors of the model under scrutiny, and then checking their joint ...

Journal of Applied Econometrics, Vol. 14, No. 3 (May - Jun., 1999), pp. 233-252 (20 pages) When estimating hedonic models of housing prices, the use of time series cross-section repeat sales data can ...