Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market
| Year of publication: |
1999
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|---|---|
| Authors: | Hodgson, D.J. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 14.1999, 6, p. 627-650
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