Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598): Difference between revisions

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-.1016/j.jeconom.2013.08.006
@@ Property / DOI: 10.1016/j.jeconom.2013.08.006 / rank @@
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+https://doi.org/10.1016/j.jeconom.2013.08.006
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+W1967970540
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+TIME-VARYING COINTEGRATION
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+SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES
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+A CUSUM test for cointegration using regression residuals
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@@ Property / DOI @@
+.1016/J.JECONOM.2013.08.006
@@ Property / DOI: 10.1016/J.JECONOM.2013.08.006 / rank @@
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