Choosing the length of lag for independent variables

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Sissy
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Joined: Thu Apr 19, 2012 1:59 am

Choosing the length of lag for independent variables

Postby Sissy » Fri May 25, 2012 8:57 am

Hello,

I would like to know how to choose the number of lags of independent variables in a regression. Does anyone know the best method to do that, please ?

Thanks in advance.
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