Unit-root tests and asymmetric adjustment with an example using the term strcuture of interest rates
Year of publication: |
1996
|
---|---|
Authors: | Enders, Walter ; Granger, C. W. J. |
Publisher: |
La Jolla, CA |
Subject: | Schätzung | Estimation | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Zins | Interest rate | Zinsstruktur | Yield curve |
Extent: | 22, [10] S. : graph. Darst |
---|---|
Series: | Discussion paper / Department of Economics, University of California San Diego. - San Diego, Calif., ZDB-ID 2437630-9. |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
State-space of the Vasicek model for long-term bonds with Kalman filter
Mawonike, Romeo, (2023)
-
Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald, (1997)
-
Lee, Junsoo, (2013)
- More ...
-
Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates
Enders, Walter, (1998)
-
Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates
Enders, Walter, (1998)
-
Forecasting in business and economics
Granger, C. W. J., (1989)
- More ...