Consistent testing for lag length in cointegrated relationships
In the past few decades the theory of cointegration has been widely used in the empirical analysis of economic data. The reason is that, it captures the economic notion of a long-run economic relation. One of the problems experienced when applying cointegrated techniques to econometric modelling is...
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| Format: | Others |
| Language: | English |
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Nelson Mandela Metropolitan University
2007
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| Online Access: | http://hdl.handle.net/10948/547 http://hdl.handle.net/10948/d1011715 |