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Economics Letters 2020 / 5

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

Kapetanios, George, Millard, Stephen, Petrova, Katerina, Price, Simon
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Journal:
Economics Letters
DOI:
10.1016/j.econlet.2020.109213
Date:
May, 2020
File:
PDF, 844 KB
2020
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