Soren Jordan, Andrew Q. Philips, “Dynamic Simulation and Testing for Single-Equation Cointegrating and Stationary Autoregressive Distributed Lag Models”, R Journal, 2018, 10(2), 469-488, https://doi.org/10.32614/RJ-2018-076
BibTeX
@article{RJ-2018-076,
author = {Soren Jordan and Andrew Q. Philips},
title = {Dynamic Simulation and Testing for Single-Equation Cointegrating and Stationary Autoregressive Distributed Lag Models},
journal = {R Journal},
year = {2018},
volume = {10},
issue = {2},
pages = {469-488},
note = {https://journal.r-project.org/articles/RJ-2018-076/}
}