The Fisher effect in the presence of time-varying coefficients (Q1659137)
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scientific article; zbMATH DE number 6918347
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Fisher effect in the presence of time-varying coefficients |
scientific article; zbMATH DE number 6918347 |
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The Fisher effect in the presence of time-varying coefficients (English)
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15 August 2018
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co-integration estimators
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Fisher effect
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Monte Carlo simulations
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time-varying coefficients
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0.8564929
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0.8293817
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0.8106353
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0.8059269
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0.8049287
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