A recursive cointegration test using the Kalman filter and its application to fiscal equilibrium in the Dominican Republic
Year of publication: |
2005
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Authors: | Prazmowski, Peter A. |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 12.2005, 3, p. 155-160
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Subject: | Zeitreihenanalyse | Time series analysis | Dominikanische Republik | Dominican Republic | Kointegration | Cointegration | Theorie | Theory |
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