Cointegration and time-varying parameters : A comment
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Cited by:
- Catherine Fuss, 1999. "Mesures et tests de convergence : une revue de la littérature," Revue de l'OFCE, Programme National Persée, vol. 69(1), pages 221-249.
- Burak Alparslan Eroğlu & J. Isaac Miller & Taner Yiğit, 2022.
"Time-varying cointegration and the Kalman filter,"
Econometric Reviews, Taylor & Francis Journals, vol. 41(1), pages 1-21, January.
- Burak Alparslan Eroglu & J. Isaac Miller & Taner Yigit, 2019. "Time-Varying Cointegration and the Kalman Filter," Working Papers 1905, Department of Economics, University of Missouri.
- Everaert Gerdie, 2011. "Estimation and Inference in Time Series with Omitted I(1) Variables," Journal of Time Series Econometrics, De Gruyter, vol. 2(2), pages 1-28, January.
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