Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods

DOI10.2202/1558-3708.1032zbMath1078.91532OpenAlexW2025516585MaRDI QIDQ3368212

Chaoshin Chiao, John C. Chao

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.521.2673

zbMATH Keywords

model selectioncointegrationintegrated processesexpectations theoryPICterm structure of

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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