Estimating the fractional order of integration of interest rates using a wavelet OLS estimator
Greg Tkacz
| Year of publication: |
2001 ; [Elektronische Ressource]
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| Other Persons: | Tkacz, Greg (contributor) |
| 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. 5.2001, 2, p. 19-32
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| Subject: | Zins | Interest rate | Statistische Methode | Statistical method | Schätzung | Estimation | USA | United States | Kanada | Canada | Kleinste-Quadrate-Methode | Least squares method | 1948-1999 |