"Time-varying lag cointegration."

Philip Hans Franses (2021)

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DOI: 10.1016/J.CAM.2020.113272

access: open

type: Journal Article

metadata version: 2024-10-06

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Philip Hans Franses:
Time-varying lag cointegration. J. Comput. Appl. Math. 390: 113272 (2021)

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