Time-varying cointegration and the Kalman filter (Q5862506)
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scientific article; zbMATH DE number 7486319
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying cointegration and the Kalman filter |
scientific article; zbMATH DE number 7486319 |
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Time-varying cointegration and the Kalman filter (English)
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9 March 2022
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climate change
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Kalman filter
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spurious regression
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time-varying cointegration
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