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Diniz, C.A.R., Rodrigues, C.P., Leite, J.G. and Pires, R.M. (2014) A Bayesian Estimation of Lag Lengths in Distributed Lag Models. Journal of Statistical Computation and Simulation, 84, 415-427.
http://dx.doi.org/10.1080/00949655.2012.712972

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