DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION

No abstract is available for this paper.

• Publication year

  2008

• Venue

  Econometric Theory

• Publication date

  2008-07-09

• Fields of study

  Mathematics, Economics

• Identifiers
  DOI 10.1017/S0266466608080560
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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