Long memory story of the real interest rate
Year of publication: |
2000
|
---|---|
Authors: | Tsay, Wen-jen |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 67.2000, 3, p. 325-330
|
Subject: | Realzins | Real interest rate | Einheitswurzeltest | Unit root test | USA | United States | ARMA-Modell | ARMA model |
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