Semiparametric estimation of the fractional differencing parameter in the US interest rate
Luis A. Gil-Alana
| Year of publication: |
2009
|
|---|---|
| Authors: | Gil-Alaña, Luis A. |
| Published in: |
Liquidity, interest rates and banking. - New York, NY : Nova Science Publishers, ISBN 978-1-60692-775-5. - 2009, p. 235-247
|
| Subject: | Zins | Interest rate | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008654502