Testing the expectations theory of the term structure of interest rates using model-selection methods
Year of publication: |
1997 ; [Elektronische Ressource]
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Other Persons: | Chao, John C. (contributor) ; Chiao, Chaoshin (contributor) |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 2.1997, 4, p. 95-108
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Subject: | Zinsstruktur | Yield curve | VAR-Modell | VAR model | Kointegration | Cointegration | Schätzung | Estimation | Staatspapier | Government securities | Kapitaleinkommen | Capital income | USA | United States |
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