Benchmarking the expectations hypothesis of the interest-rate term structure : an analysis of cointegration vectors
Year of publication: |
1992
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Authors: | Shea, Gary S. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 10.1992, 3, p. 347-366
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Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Theorie | Theory | Zinsstruktur | Yield curve | USA | United States | 1952-1987 |
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