Detecting equilibrium correction with smoothly time-varying strength

MaRDI QIDQ3368275zbMATH OpenFDO

Authors A.-C. Eliasson

Publication date 27 January 2006

Full work available at URL http://swopec.hhs.se/hastef/papers/hastef0329.pdf

zbMATH Keywords

cointegrationparameter constancysmooth-transitiontime-varying equilibrium correction

Mathematics Subject Classification ID

General equilibrium theory (91B50)

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