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    MCS
    2008
    Springer
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    The role of "leads" in the dynamic OLS estimation of cointegrating regression models
    15 years 6 days 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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