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type_genre:"Working Paper"
type_genre:"Mehrbändiges Werk"
~isPartOf:"Cahiers du Département d'Econométrie"
~subject:"Yield curve"
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Estimation theory
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Estimation and testing for the cointegration rank in a threshold cointegrated system
Krishnakumar, Jayalakshmi
;
Neto, David
-
2009
Persistent link: https://www.econbiz.de/10003926954
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2
A nonlinear generalization of cointegration : a note on hidden cointegration
Schorderet, Yann
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2002
Persistent link: https://www.econbiz.de/10001705677
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3
Robust GMM estimators and tests for models of the term structure of interest rates
Ronchetti, Elvezio
;
Trojani, Fabio
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1997
Persistent link: https://www.econbiz.de/10000975386
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