Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve
Year of publication: |
1997
|
---|---|
Authors: | Dueker, Michael ; Startz, Richard |
Institutions: | Federal Reserve Bank of St. Louis |
Subject: | Cointegration | Regression analysis |
-
Bains, Pinky, (2016)
-
Determinants of healthcare expenditures in GCC countries : a panel data analysis
Ali, Abdelaziz Abdelmegid, (2020)
-
Applied Statistics and Econometrics : Basic Topics and Tools with Gretl and R
Kivedal, Bjørnar Karlsen, (2024)
- More ...
-
The practice boundaries of advanced practice nurses : an economic and legal analysis
Dueker, Michael, (2005)
-
Dueker, Michael, (2003)
-
Dueker, Michael, (2005)
- More ...