Kejriwal, M., & Perron, P. Data dependent rules for selection of the number of leads and lags in the dynamic OLS cointegrating regression.
Citação norma ChicagoKejriwal, Mohitosh., e Pierre Perron. Data Dependent Rules for Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression.
Citação norma MLAKejriwal, Mohitosh., e Pierre Perron. Data Dependent Rules for Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression.
Nota: a formatação da citação pode não corresponder 100% ao definido pela respectiva norma.