Small sample properties of the regression test of the expectations model of the term structure
Year of publication: |
1997
|
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Authors: | Schotman, Peter C. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 57.1997, 2, p. 129-134
|
Subject: | Erwartungsbildung | Expectation formation | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Theorie | Theory |
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