Readme.md

Initial implementation of the Time Varying Cointegration (Bierens and Martins (2010))[1], ported from gauss code provided by Luis Filipe Martins [2,3].

[1] http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=7881771

[2] http://home.iscte-iul.pt/~lfsm/

[3] http://home.iscte-iul.pt/~lfsm/tvc_et_09.zip