TIME-VARYING COINTEGRATION

By H. Bierens, Luís F. Martins. Econometric Theory, 2010

163 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/48d6b37d2c7d135572544bfe4bc0f462267a69b0

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In Economics and Econometrics

1. Georgios Bampinas
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In Finance

1. Georgios Bampinas
2. Theodore Panagiotidis

Citations in the corpus

• Are gold and silver a hedge against inflation? A two century perspective (2015, methodology): “…considered as a special case of the model.21 Evidence of time-varying cointegration at each significance level will be 21The asymptotic p-values of Bierens and Martins (2010) test, for different combinations of the order m of the Chebyshev polynomial expansion and the lag order p, are presented…”