Journal article Open Access

Cointegration Testing and Dynamic Simulations of Autoregressive Distributed Lag Models

Jordan, Soren; Philips, Andrew Q.

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).

Files (318.3 kB)
Name Size
JP-SJ-2018.pdf
md5:ae2cdc181137e558b44bf19192587493
318.3 kB Download
31
141
views
downloads
All versions This version
Views 3131
Downloads 141141
Data volume 44.9 MB44.9 MB
Unique views 2828
Unique downloads 137137

Share

Cite as