Nonlinear Error-Correction Models for Interest Rates in The Netherlands
Year of publication: |
1997-01-01
|
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Authors: | van Dijk, Dick ; Franses, Philip Hans |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | aggregation | interest rates | nonlinear error-correction | outliers |
Extent: | application/pdf |
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Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 9704-/A |
Source: |
-
Nonlinear Error-Correction Models for Interest Rates in The Netherlands
Dijk, D.J.C. van, (1997)
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