Testing for co-non-linearity
Year of publication: |
2012
|
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Authors: | Hungnes, Håvard |
Publisher: |
Oslo : Statistics Norway, Research Department |
Subject: | Common features | non-linearity | reduced rank regression |
Series: | Discussion Papers ; 699 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 719727677 [GVK] hdl:10419/192681 [Handle] RePEc:ssb:dispap:699 [RePEc] |
Classification: | C32 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
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Hungnes, Håvard, (2012)
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