Time-varying cointegration with an application to the UK Great Ratios (Q2208633): Difference between revisions

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+W3022346519
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+TIME-VARYING COINTEGRATION
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+A likelihood approximation for locally stationary processes
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+Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes
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+Inference on stochastic time-varying coefficient models
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+Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models
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+Time Series Tests of Endogenous Growth Models
@@ Property / cites work: Time Series Tests of Endogenous Growth Models / rank @@
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+COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS
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+Estimating smooth structural change in cointegration models
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+Publication:2208633