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Hendry, D., Pagan, A., & Sargan, J. (2000-10-26). Dynamic Specification. In Econometrics: Alchemy or Science?: Essays in Econometric Methodology. : Oxford University Press. Retrieved 26 Aug. 2019, from https://www.oxfordscholarship.com/view/10.1093/0198293542.001.0001/acprof-9780198293545-chapter-5.