Specify and estimate ARDL models. Use serial correlation checks, significance of coefficients, and model selection criteria to

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Specify and estimate ARDL models. Use serial correlation checks, significance of coefficients, and model selection criteria to choose lag lengths.

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Principles Of Econometrics

ISBN: 9781118452271

5th Edition

Authors: R Carter Hill, William E Griffiths, Guay C Lim

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