Detecting equilibrium correction with smoothly time-varying strength
Year of publication: |
1999-09-08
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Authors: | Eliasson, Ann-Charlotte |
Institutions: | Economics Institute for Research (SIR), Handelshögskolan i Stockholm |
Subject: | Time-varying equilibrium correction | cointegration | parameter constancy | smooth transition regression |
Extent: | application/pdf application/postscript |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series SSE/EFI Working Paper Series in Economics and Finance Number 329 28 pages |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C50 - Econometric Modeling. General |
Source: |
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Detecting Equilibrium Correction with Smoothly Time-Varying Strength
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Detecting Equilibrium Correction with Smoothly Time-Varying Strength
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