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    MCS
    2008
    Springer
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    The role of "leads" in the dynamic OLS estimation of cointegrating regression models
    13 years 11 months ago
    The role of "leads" in the dynamic OLS estimation of cointegrating regression models
    Download  ir.lib.hiroshima-u.ac.jp
    In this paper, we consider the role of "leads" of the first difference of integrated variables in the dynamic OLS estimation of cointegrating regression models. Specific...
    Kazuhiko Hayakawa, Eiji Kurozumi
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