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Cointegration and time-varying parameters : A comment

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  • Honohan, Patrick

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  • Honohan, Patrick, 1993. "Cointegration and time-varying parameters : A comment," European Economic Review, Elsevier, vol. 37(6), pages 1279-1281, August.
  • Handle: RePEc:eee:eecrev:v:37:y:1993:i:6:p:1279-1281
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    Cited by:

    1. Catherine Fuss, 1999. "Mesures et tests de convergence : une revue de la littérature," Revue de l'OFCE, Programme National Persée, vol. 69(1), pages 221-249.
    2. Burak Alparslan Eroğlu & J. Isaac Miller & Taner Yiğit, 2022. "Time-varying cointegration and the Kalman filter," Econometric Reviews, Taylor & Francis Journals, vol. 41(1), pages 1-21, January.
    3. Everaert Gerdie, 2011. "Estimation and Inference in Time Series with Omitted I(1) Variables," Journal of Time Series Econometrics, De Gruyter, vol. 2(2), pages 1-28, January.

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