Non-linear error correction : evidence for UK interest rates
Year of publication: |
2004
|
---|---|
Authors: | McMillan, David G. |
Published in: |
The Manchester School. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0025-2034, ZDB-ID 1418920-3. - Vol. 72.2004, 5, p. 626-640
|
Subject: | Zins | Interest rate | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Großbritannien | United Kingdom | Kointegration | Cointegration |
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