What is it about?
another method to estimate time-varying cointegration models
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Why is it important?
another way to estimate model that is not fixed
Perspectives
aim to contribute to the field
Professor Pedro A Morettin
Universidade de Sao Paulo Campus da Capital
Read the Original
This page is a summary of: Time-varying cointegration model using wavelets, Statistics & Probability Letters, February 2019, Elsevier,
DOI: 10.1016/j.spl.2018.09.017.
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