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Tests of the Life Cycle-Permanent Income Hypothesis in the Presence of Random Walks: Asymptotic Theory and Small-Sample Interpretations.
Banerjee, Anindya, (1988)
Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model.
Banerjee, Anindya, (1990)
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series.
Dolado, Juan, (1991)