Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates (Q5863575)
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scientific article; zbMATH DE number 7536061
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates |
scientific article; zbMATH DE number 7536061 |
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Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates (English)
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3 June 2022
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fractional cointegration
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local Whittle estimator
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term structure
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