Exact nonparametric tests of orthogonality and random walk in the presence of a drift parameter
| Year of publication: |
1997
|
|---|---|
| Authors: | Campbell, Bryan |
| Other Persons: | Dufour, Jean-Marie (contributor) |
| Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 38.1997, 1, p. 151-173
|
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Zinsstruktur | Yield curve | Erwartungsbildung | Expectation formation | Kanada | Canada | 1969-1989 |
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