Linear cointegration of nonlinear time series with an application to interest rate dynamics
Barry E. Jones and Travis D. Nesmith
| Year of publication: |
2007
|
|---|---|
| Authors: | Jones, Barry E. ; Nesmith, Travis D. |
| Publisher: |
Washington, DC : Div. of Research & Statistics and Monetary Affairs, Federal Reserve Board |
| Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Zins | Interest rate | USA | United States |
| Extent: | 30 S. graph. Darst. |
|---|---|
| Series: | Finance and economics discussion series. - Washington, DC : Board of Governors of the Federal Reserve System, ZDB-ID 2178137-0. - Vol. 2007,03 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.federalreserve.gov/pubs/feds/2007/200703/200703pap.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003425995