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Time-varying cointegration with an application to the UK Great Ratios - MaRDI portal

Time-varying cointegration with an application to the UK Great Ratios (Q2208633)

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scientific article
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English
Time-varying cointegration with an application to the UK Great Ratios
scientific article

    Statements

    title
    Time-varying cointegration with an application to the UK Great Ratios (English)
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    author
    George Kapetanios
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    Stephen Millard
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    Katerina Petrova
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    Simon Price
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    publication date
    3 November 2020
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    zbMATH Keywords
    time variation
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    Great Ratios
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    cointegration
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    Identifiers

    zbMATH DE Number
    7269422
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    OpenAlex ID
    W3022346519
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