A note on generalizing the concept of cointegration
Stephen G. Hall (Leicester University, Bank of Greece and Pretoria University), P. A. V. B. Swamy (Federal Reserve Board (Retired), George S. Tavlas (Bank of Greece)
| Year of publication: |
October 2015
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|---|---|
| Authors: | Hall, Stephen G. ; Swamy, Paravastu A. V. B. |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 19.2015, 7, p. 1633-1646
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| Subject: | Generalized Cointegration | Time-Varying-Coefficient Model | Kointegration | Cointegration | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011515404