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Article
Title:
Time-Varying Cointegration
Authors:
Herman Bierens
(
PA State U
)
Luis Martins
(
ISCTE - Instituto Universitário de Lisboa
)
Journal:
Econometric Theory
Year:
2010
Volume:
26
Pages:
1453-1490
JEL codes:
C32 - Time-Series Models
F31 - Foreign Exchange
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