Cointegration Testing and Dynamic Simulations of Autoregressive Distributed Lag Models

Jordan, Soren
Philips, Andrew Q.

Publication date

December 2018

DOI

Abstract

This is the final version as it appears for the citation: Jordan, Soren and Andrew Q. Philips. 2018. "Cointegration Testing and Dynamic Simulations of Autoregressive Distributed Lag Models." The Stata Journal 18 (4): 902-923. DOI: 10.1177/1536867X1801800409 The page numbers here are consistent with the published version. Corresponding author: Soren Jordan (sorenjordanpols@gmail.com)

Extracted data

We use cookies to provide a better user experience.

Data Protection

Cointegration Testing and Dynamic Simulations of Autoregressive Distributed Lag Models

Abstract

Extracted data

Cointegration Testing and Dynamic Simulations of Autoregressive Distributed Lag Models

Abstract

Extracted data

Related items

Related items