Estimating the fractional order of integration of interest rates using a wavelet OLS estimator
by Greg Tkacz
| Year of publication: |
2000
|
|---|---|
| Authors: | Tkacz, Greg |
| Publisher: |
Ottawa, Ontario |
| Subject: | Zins | Interest rate | Statistische Methode | Statistical method | Schätzung | Estimation | USA | United States | Kanada | Canada | Kleinste-Quadrate-Methode | Least squares method | 1948-1999 |
freely available
| Extent: | V, 22 S graph. Darst |
|---|---|
| Series: | Working paper / Bank of Canada. - Ottawa, ISSN 1192-5434, ZDB-ID 2185930-9. - Vol. 2000,5 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache |
| ISBN: | 0-662-28685-5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001453451