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Reconciling interest rates evidence with theory : rejecting unit roots when the HD(1) is a competing alternative

Alessandro Palandri
Year of publication:
2024
Authors: Palandri, Alessandro
Subject: Interest rates | Bond yields | Hyperbolic reversion | Unit root test | Critical values | Einheitswurzeltest | Theorie | Theory | Zins | Interest rate | Zinsstruktur | Yield curve | Anleihe | Bond | Zeitreihenanalyse | Time series analysis
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