Unit-root tests and asymmetric adjustment with an example using the term strcuture of interest rates
by Walter Enders and C. W. J. Granger
| Year of publication: |
1996
|
|---|---|
| Authors: | Enders, Walter ; Granger, C. W. J. |
| Publisher: |
La Jolla, CA |
| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Zins | Interest rate | Schätzung | Estimation | Zinsstruktur | Yield curve |
| Extent: | 22, [10] S. : graph. Darst |
|---|---|
| Series: | Discussion paper / Department of Economics, University of California San Diego. - San Diego, Calif., ZDB-ID 2437630-9. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000955311