✦ LIBER ✦
Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates
✍ Scribed by Chris Brooks; Alistair G Rew
- Book ID
- 117434465
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 161 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0264-9993
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