Time-varying cointegration model using wavelets (Q1726797)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Time-varying cointegration model using wavelets |
scientific article; zbMATH DE number 7026250
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying cointegration model using wavelets |
scientific article; zbMATH DE number 7026250 |
Statements
Time-varying cointegration model using wavelets (English)
0 references
20 February 2019
0 references
time-varying VEC model
0 references
dynamic cointegration
0 references
purchasing power parity
0 references
wavelets
0 references
0.9233728
0 references
0.92115945
0 references
0 references
0 references
0.8999784
0 references
0.8983897
0 references
0.89773667
0 references
0.89613444
0 references
0 references
