time-varying cointegration
Posted: Mon Jul 17, 2017 2:05 pm
Dear
Is there any available code for the following referenced paper?
Park, Joon Y. and Hahn, Sang B., 1999. Cointegrating Regressions With Time Varying Coefficients, Econometric Theory, 15(05), 664-703.
Is there any available code for the following referenced paper?
Park, Joon Y. and Hahn, Sang B., 1999. Cointegrating Regressions With Time Varying Coefficients, Econometric Theory, 15(05), 664-703.