Cointegration analysis and the choice of lag length
Year of publication: |
2007
|
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Authors: | Emerson, Jamie |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 14.2007, 10/12, p. 881-885
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Subject: | Theorie | Theory | Kointegration | Cointegration | Lag-Modell | Lag model |
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