Where (and by how much) does a theory break down? : with an application to the expectation hypothesis
Year of publication: |
2022
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Authors: | Abadir, Karim Maher ; Atanasova, Christina |
Published in: |
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80262-067-2. - 2022, p. 255-267
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Subject: | Expectation hypothesis | term structure of interest rates | Pesoproblem | outliers | nonparametric estimation | recursive estimation | Zinsstruktur | Yield curve | Schätzung | Estimation | Schätztheorie | Estimation theory | Erwartungsbildung | Expectation formation | Nichtparametrisches Verfahren | Nonparametric statistics |
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