Autoregressive distributed lag models and cointegration
Uwe Hassler and
AStA Advances in Statistical Analysis, 2006, vol. 90, issue 1, 59-74
Keywords: Error-correction; asymptotically normal inference; cointegration testing. JEL C22; C32 (search for similar items in EconPapers)
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Working Paper: Autoregressive distributed lag models and cointegration (2005)
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