Maximum-likelihood estimation of fractional cointegration with and application to US and Canadian bond rates
Michael Dueker and Richard Startz
| Year of publication: |
1998
|
|---|---|
| Authors: | Dueker, Michael |
| Other Persons: | Startz, Richard (contributor) |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 80.1998, 3, p. 420-426
|
| Subject: | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Theorie | Theory | Staatspapier | Government securities | Zins | Interest rate | Schätzung | Estimation | USA | United States | 1987-1997 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001245211