Time-varying cointegration model using wavelets (Q1726797)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying cointegration model using wavelets |
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Time-varying cointegration model using wavelets (English)
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20 February 2019
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time-varying VEC model
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dynamic cointegration
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purchasing power parity
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wavelets
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