A Nonparametric Dimension Test of the Term Structure
Year of publication: |
2007
|
---|---|
Authors: | Gil-Bazo, Javier ; Rubio, Gonzalo |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 8.2007, 3, p. 1117-1117
|
Publisher: |
Berkeley Electronic Press |
Subject: | Term structure of interest rates | short term interest rate dynamics | nonparametric estimation and testing | dimension reduction test | long memory processes |
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