Distributed lag order determination
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|Date of creation:||1978|
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|Order Information:||Web: http://www.federalreserve.gov/pubs/ifdp/order.htm|
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- Amemiya, Takeshi, 1973. "Generalized Least Squares with an Estimated Autocovariance Matrix," Econometrica, Econometric Society, vol. 41(4), pages 723-732, July.
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