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A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure

✍ Scribed by Michael P. Clements; Ana Beatriz Galvão

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

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The Term Structure of Interest Rates in

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Corrections and additions to ‘a nonlinea

✍ David Beaglehole; Mark Tenney 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 458 KB