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Estimation and testing for the cointegration rank in a threshold cointegrated system
Krishnakumar, Jayalakshmi; Neto, David - 2009
Persistent link: https://www.econbiz.de/10003926954
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Testing cointegration in quantile regressions with an application to the term structure of interest rates
Kuriyama, Nina - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 2, pp. 107-121
Persistent link: https://www.econbiz.de/10011507436
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Maximum-likelihood estimation of fractional cointegration with an application to the short end of the yield curve
Dueker, Michael; Startz, Richard - 1994
Persistent link: https://www.econbiz.de/10000896983
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Yield spreads and interest rates movements : a cointegration approach
Silvapulle, Paramsothy; Inder, Brett - 1993
Persistent link: https://www.econbiz.de/10000142821
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Interest rates and M2 in an error correction macro model
Whitesell, William - 1997
Persistent link: https://www.econbiz.de/10000651484
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Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen - 2008
Persistent link: https://www.econbiz.de/10003773152
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A comment on tests for asymmetric threshold cointegration with an application to the term structure : cointegration methods matter
Hegwood, Natalie; Tuttle, Markland H. - In: The journal of economics 39 (2013) 1, pp. 73-77
Persistent link: https://www.econbiz.de/10010127272
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The co-integrated vector autoregression with errors-in-variables
Bohn Nielsen, Heino - In: Econometric reviews 35 (2016) 1/4, pp. 169-200
Persistent link: https://www.econbiz.de/10011549904
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Residual-based tests for fractional cointegration : testing the term structure of interest rates
Zhang, Dayong; Barassi, Marco R.; Tan, Jijun - In: Econometric reviews 34 (2015) 6/10, pp. 1118-1140
Persistent link: https://www.econbiz.de/10011483452
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Zur ökonometrischen Modellierung kurz- und langfristiger Abhängigkeiten : dargestellt am Beispiel der Zinsstruktur
Wolters, Jürgen - In: Neuere Entwicklungen in der angewandten Ökonometrie : …, (pp. 155-176). 1990
Persistent link: https://www.econbiz.de/10001310001