The following pages link to Time-varying lag cointegration (Q2226301):
Displaying 5 items.
- Time-varying cointegration model using wavelets (Q1726797) (← links)
- Time-varying cointegration with an application to the UK Great Ratios (Q2208633) (← links)
- Forward and backward lags in a multi-sector model (Q2366949) (← links)
- (Q3476553) (← links)
- COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS (Q4512707) (← links)