DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION
| Year of publication: |
2008
|
|---|---|
| Authors: | Kejriwal, Mohitosh ; Perron, Pierre |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 24.2008, 5, p. 1425-1442
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