COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS (Q4512707)
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scientific article; zbMATH DE number 1525727
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS |
scientific article; zbMATH DE number 1525727 |
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COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS (English)
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8 July 2001
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cointegration
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specification tests
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time varying coefficients
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0.9237343
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0.9165259
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0.90250146
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0.8983897
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