A comment on tests for asymmetric threshold cointegration with an application to the term structure : cointegration methods matter
Year of publication: |
2013
|
---|---|
Authors: | Hegwood, Natalie ; Tuttle, Markland H. |
Other Persons: | Wohar, Mark E. (contributor) ; Sollis, Robert (contributor) |
Published in: |
The journal of economics. - St. Louis, Mo. : [Verlag nicht ermittelbar], ISSN 0361-6576, ZDB-ID 1219778-6. - Vol. 39.2013, 1, p. 73-77
|
Subject: | Kointegration | Cointegration | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory |
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