On the number of common unit roots in the term structure of interest rates
Year of publication: |
1994
|
---|---|
Authors: | Johnson, Paul A. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 26.1994, 8, p. 815-820
|
Subject: | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | USA | United States | 1951-1987 |
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