Baidu
map

Time-varying lag cointegration

Franses, PH

Franses, PH (corresponding author), Erasmus Sch Econ, Inst Econometr, POB 1738, NL-3000 DR Rotterdam, Netherlands.

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2021; 390 ():

Abstract

This paper proposes an alternative estimation method for cointegration, which allows for variation in the leads and lags in the cointegration relation......

Full Text Link


Baidu
map
Baidu
map
Baidu
map