COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS
| Year of publication: |
1999
|
|---|---|
| Authors: | Park, Joon Y. ; Hahn, Sang B. |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 15.1999, 05, p. 664-703
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |