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Bayesian estimation of cointegrating thresholds in the term structure of interest rates

✍ Scribed by K. G. Balcombe

Publisher: Springer-Verlag
Year: 2006
Tongue: English
Weight: 301 KB
Volume: 31
Category: Article
ISSN: 0377-7332
DOI: 10.1007/s00181-005-0011-z

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