Keywords: Endogenous lag
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Journal Articles
Journal of Economic Studies (2012) 39 (2): 144–160.
Published: 11 May 2012
... with endogenized lag‐length choice are investigated by simulation methods. A statistical software component is produced to implement the test, which is available online. Findings The simulation results show that this test performs well. An application of the test provides empirical support for the hypothesis...

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