Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market.
| Year of publication: |
1995
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|---|---|
| Authors: | Hodgson, D.J. |
| Institutions: | University of Rochester - Center for Economic Research (RCER) |
| Subject: | EVALUATION | COINTEGRATION |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 57 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005503951