Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Renjie Lu and Philip L. H. Yu
| Year of publication: |
2021
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| Authors: | Lu, Renjie ; Yu, Philip L. H. |
| 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. 25.2021, 5, p. 267-287
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| Subject: | bootstrap method | cointegration | supWald test | threshold model | vector error-correction model | Kointegration | Cointegration | USA | United States | Bootstrap-Verfahren | Bootstrap approach | Schätzung | Estimation | Öffentliche Anleihe | Public bond | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Staatspapier | Government securities | VAR-Modell | VAR model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2019-0047 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012806530