A comparison of tests on nonlinear cointegration with application to the predictability of US interest rates using the term structure
Michael P. Clemens; Ana Beatriz Galvão
| Year of publication: |
2004
|
|---|---|
| Authors: | Clemens, Michael P. ; Galvão, Ana Beatriz C. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 20.2004, 2, p. 219-236
|
| Subject: | Kointegration | Cointegration | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | USA | United States | Nichtlineare Regression | Nonlinear regression |
| 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/10002033366