Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates
Walter Enders ; C. W. J. Granger
| Year of publication: |
1998
|
|---|---|
| Authors: | Enders, Walter |
| Other Persons: | Granger, C. W. J. (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 16.1998, 3, p. 304-311
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Zinsstruktur | Yield curve | Theorie | Theory | USA | United States | 1958-1994 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001246510