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Linear cointegration of nonlinear time series with an application to interest rate dynamics
Jones, Barry E.
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Nesmith, Travis D.
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2007
Persistent link: https://www.econbiz.de/10003425995
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Tests for non-linear dynamics in systems of non-stationary economic time series : the case of short-term US interest rates
Jones, Barry E.
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Nesmith, Travis D.
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1999
Persistent link: https://www.econbiz.de/10001443058
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