Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods
Year of publication: |
1998
|
---|---|
Authors: | Chao, John ; Chiao, Chaoshin |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 2.1998, 4, p. 115-131
|
Publisher: |
Berkeley Electronic Press |
Subject: | cointegration | expectations theory | integrated processes | model selection | PIC | term structure of |
-
Chao, John, (2007)
-
Chao, John C., (1998)
-
Interest parity, cointegration, and the term structure : testing in an integrated framework
Georgoutsos, Demetris A., (2016)
- More ...
-
Chao, John C., (1997)
-
Chao, John, (2007)
-
Combining two consistent estimators
Chao, John, (2012)
- More ...