The Properties of AutomaticGetsModelling
Author:
Affiliation:
1. University of Oxford
2. University of Kent
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ej/article-pdf/115/502/C32/26502551/ej0c32.pdf
Reference53 articles.
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2. ‘Heteroskedasticity and autocorrelation consistent covariance matrix estimation’;Andrews;Econometrica,1991
3. ‘Testing integration and cointegration: an overview’;Banerjee;Oxford Bulletin of Economics and Statistics,1992
4. ‘An econometric model of investment in the United Kingdom’;Bean;Economic Journal,1981
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