ikuzmin404

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Sorry, for some reason data failed to attach: [data_reer.csv](https://github.com/statsmodels/statsmodels/files/13759537/data_reer.csv)

In case of Breuch-Godfrey, the whole fix was just as follows (I added it right after setting these variables and it worked): ``` if nobs < len(exog_old): exog_old = exog_old[-nobs:]...