Bayesian estimation of cointegrating thresholds in the term structure of interest rates
K. G. Balcombe
| Year of publication: |
2006
|
|---|---|
| Authors: | Balcombe, Kelvin G. |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 31.2006, 2, p. 277-289
|
| Subject: | Zinsstruktur | Yield curve | Bayes-Statistik | Bayesian inference | Kointegration | Cointegration |
| 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/10003333333