Specification testing and semiparametric estimation of regime switching models: An examination of the US short term interest rate
Year of publication: |
2002
|
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Authors: | Campbell, Sean D. |
Publisher: |
Providence, RI : Brown University, Department of Economics |
Subject: | Nichtparametrisches Verfahren | Statistische Verteilung | Regime Switching | Semiparametric Econometrics | Short Term Interest Rate |
Series: | Working Paper ; 2002-26 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 363058257 [GVK] hdl:10419/80209 [Handle] |
Classification: | C32 - Time-Series Models ; C14 - Semiparametric and Nonparametric Methods |
Source: |
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