Estimating Smooth Structural Change in Cointegration Models

By Peter C. B. Phillips, Degui Li, Jiti Gao. 2017

53 citations recorded by the source corpus.

Subfields: Condensed Matter Physics, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/920df3dcba85e9b4b4fd43fe96906eec746839c3