Time-varying lag cointegration (Q2226301): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.cam.2020.113272 / rank
 
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Property / OpenAlex ID: W3118592001 / rank
 
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Latest revision as of 14:28, 24 July 2024

scientific article
Language Label Description Also known as
English
Time-varying lag cointegration
scientific article

    Statements

    title
    Time-varying lag cointegration (English)
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    publication date
    12 February 2021
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    Mathematics Subject Classification ID
    62P20
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    62M10
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    91B84
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    zbMATH DE Number
    7309629
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    zbMATH Keywords
    seasonal cointegration for quarterly income
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    cointegration
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    leads
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    lags
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    estimation
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    OpenAlex ID
    W3118592001
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