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A Nonparametric Dimension Test of the Term Structure - MaRDI portal

A Nonparametric Dimension Test of the Term Structure

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Publication:3368356

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DOI10.2202/1558-3708.1117zbMath1081.91529OpenAlexW2145234497MaRDI QIDQ3368356

Javier Gil-Bazo, Gonzalo Rubio

Publication date: 27 January 2006

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

Full work available at URL: https://addi.ehu.es/handle/10810/6754

zbMATH Keywords

long memory processes Term structure of interest rates dimension reduction test nonparametric estimation and testing short term interest rate dynamics

Mathematics Subject Classification ID

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