Kejriwal, M., & Perron, P. Data dependent rules for selection of the number of leads and lags in the dynamic OLS cointegrating regression.
Dyfyniad Arddull ChicagoKejriwal, Mohitosh., và Pierre Perron. Data Dependent Rules for Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression.
Dyfyniad MLAKejriwal, Mohitosh., và Pierre Perron. Data Dependent Rules for Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression.
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