book chapterCambridge University Press eBooksDec 2, 2008Closed access

An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis

MHM. Hashem Pesaran
Indexed incrossref

Abstract

No abstract available for this paper.

Citation impact

1,475
total citations
FWCI
11.41
Percentile
100%
References
0
Citations per year

Authors

1

Topics & keywords

Topics
Keywords
  • Cointegration
  • Distributed lag
  • Autoregressive model
  • Econometrics
  • Lag
  • Computer science
  • Economics
UN Sustainable Development Goals
  • Reduced inequalities
No related works found for this paper.