Where (and by how much) does a theory break down? : with an application to the expectation hypothesis
Year of publication: |
2022
|
---|---|
Authors: | Abadir, Karim Maher ; Atanasova, Christina |
Published in: |
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80262-067-2. - 2022, p. 255-267
|
Subject: | Expectation hypothesis | term structure of interest rates | Pesoproblem | outliers | nonparametric estimation | recursive estimation | Zinsstruktur | Yield curve | Schätzung | Estimation | Schätztheorie | Estimation theory | Erwartungsbildung | Expectation formation | Nichtparametrisches Verfahren | Nonparametric statistics |
-
Güriş, Burak, (2019)
-
Improving the term structure of interest rates : two-factor models
Gómez-Valle, Lourdes, (2010)
-
Testing the expectations hypothesis for the Eurozone : a nonlinear cointegration analysis
Araç, Ayşen, (2015)
- More ...
-
Why do healthy firms freeze their defined-benefit pension plans?
Atanasova, Christina, (2010)
-
Access to Institutional Finance and the Use of Trade Credit
Atanasova, Christina, (2007)
-
Pension plan risk-taking: does it matter if the sponsor is publicly-traded?
ATANASOVA, CHRISTINA, (2013)
- More ...