The autoregressive distributed lag bounds test generalised to consider a long-run levels relationship when all levels variables are I(0)

Stewart, Christopher (2023) The autoregressive distributed lag bounds test generalised to consider a long-run levels relationship when all levels variables are I(0). (Technical Report) Kingston Upon Thames, U.K. : Kingston University. 62 p. (Economics Discussion Papers)

Official URL: https://EconPapers.repec.org/RePEc:ris:kngedp:2023...

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