![](/img/cover-not-exists.png)
Time-varying cointegration, identification, and cointegration spaces
Martins, Luis Filipe, Gabriel, Vasco J.Volume:
17
Language:
english
Journal:
Studies in Nonlinear Dynamics and Econometrics
DOI:
10.1515/snde-2012-0022
Date:
January, 2013
File:
PDF, 687 KB
english, 2013