Tests for asymmetric threshold cointegration with an application to the term structure
Mark E. Wohar and Robert Sollis
| Year of publication: |
2007
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|---|---|
| Authors: | Wohar, Mark E. ; Sollis, Robert |
| Published in: |
The journal of economics. - St. Louis, Mo. : [Verlag nicht ermittelbar], ISSN 0361-6576, ZDB-ID 1219778-6. - Vol. 33.2007, 2, p. 1-19
|
| Subject: | Zinsstruktur | Yield curve | Kointegration | Cointegration | Schätzung | Estimation | Industrieländer | Industrialized countries | 1973-1997 |
| 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/10003672620