Near unit roots, cointegration, and the term structure of interest rates
Year of publication: |
2000
|
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Authors: | Lanne, Markku |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 15.2000, 5, p. 513-529
|
Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration |
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