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A Nonparametric Dimension Test of the Term Structure - MaRDI portal

A Nonparametric Dimension Test of the Term Structure (Q3368356)

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A Nonparametric Dimension Test of the Term Structure
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    A Nonparametric Dimension Test of the Term Structure (English)
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    27 January 2006
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    Term structure of interest rates
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    short term interest rate dynamics
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    nonparametric estimation and testing
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    dimension reduction test
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    long memory processes
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