APA Citation

Kejriwal, M., & Perron, P. Data dependent rules for selection of the number of leads and lags in the dynamic OLS cointegrating regression.

Chicago Style Citation

Kejriwal, Mohitosh., and Pierre Perron. Data Dependent Rules for Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression.

MLA Citation

Kejriwal, Mohitosh., and Pierre Perron. Data Dependent Rules for Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression.

Warning: These citations may not always be 100% accurate.