A recursive cointegration test using the Kalman filter and its application to fiscal equilibrium in the Dominican Republic

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Keywords

@article{f94ffbabe6a0410896ea0871b6279bc1,

title = "A recursive cointegration test using the Kalman filter and its application to fiscal equilibrium in the Dominican Republic",

keywords = "Economics and econometrics",

author = "Prazmowski, \{Peter A.\}",

year = "2005",

month = feb,

doi = "10.1080/1350485042000318411",

language = "English",

volume = "12",

pages = "155--160",

journal = "Applied Economics Letters",

issn = "1350-4851",

publisher = "Routledge",

number = "3",

}

TY - JOUR

T1 - A recursive cointegration test using the Kalman filter and its application to fiscal equilibrium in the Dominican Republic

AU - Prazmowski, Peter A.

PY - 2005/2

Y1 - 2005/2

KW - Economics and econometrics

U2 - 10.1080/1350485042000318411

DO - 10.1080/1350485042000318411

M3 - Article

SN - 1350-4851

VL - 12

SP - 155

EP - 160

JO - Applied Economics Letters

JF - Applied Economics Letters

IS - 3

ER -