A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure
| Year of publication: |
2004
|
|---|---|
| Authors: | Clements, Michael P. ; Galvao, Ana Beatriz |
| Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 20.2004, 2, p. 219-236
|
| Publisher: |
Elsevier |