Time-varying lag cointegration (Q2226301)
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scientific article; zbMATH DE number 7309629
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Time-varying lag cointegration |
scientific article; zbMATH DE number 7309629 |
Statements
Time-varying lag cointegration (English)
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12 February 2021
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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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0.8320338129997253
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0.7973764538764954
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0.7880133986473083
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0.7880133986473083
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0.7816838622093201
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