Narrow search
Showing 1 - 10 of 90
Cover Image
Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 183-197
Persistent link: https://www.econbiz.de/10001660372
Cover Image
Benchmarking the expectations hypothesis of the interest-rate term structure : an analysis of cointegration vectors
Shea, Gary S. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 347-366
Persistent link: https://www.econbiz.de/10001126531
Cover Image
Tests for parameter instability in regressions with I(1) processes
Hansen, Bruce E. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 321-335
Persistent link: https://www.econbiz.de/10001126533
Cover Image
Why random walk models of the term structure are hard to reject
Berger, Allen N. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 2, pp. 161-167
Persistent link: https://www.econbiz.de/10001090361
Cover Image
Arbitrage opportunities in arbitrage-free models of bond pricing
Backus, David - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 13-26
Persistent link: https://www.econbiz.de/10001231059
Cover Image
Specification of echelon-form VARMA models
Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 1, pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
Cover Image
Heterogeneity, aggregate uncertainty, and the short-term interest rate
Den Haan, Wouter J. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 399-411
Persistent link: https://www.econbiz.de/10001209352
Cover Image
A model-selection approach to assessing the information in the term structure using linear models and artificial neural networks
Swanson, Norman R. - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 3, pp. 265-275
Persistent link: https://www.econbiz.de/10001182360
Cover Image
Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates
Enders, Walter - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 304-311
Persistent link: https://www.econbiz.de/10001246510
Cover Image
A spectral-temporal index : with an application to US interest rates
Lim, Guay C. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 1, pp. 81-93
Persistent link: https://www.econbiz.de/10001167028