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A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error
Ekaterini Panopoulou, Nikitas PittisVolume:
7
Year:
2004
Language:
english
Pages:
33
DOI:
10.1111/j.1368-423x.2004.00145.x
File:
PDF, 407 KB
english, 2004