Endogenous thresholds and tests for asymmetry in US prime rate movements

DOI10.1016/S0165-1765(01)00489-XzbMath0990.91017MaRDI QIDQ5958686

Greg Tkacz

Publication date: 3 March 2002

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

interest ratesthreshold effects

Mathematics Subject Classification ID

Related Items (1)

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Cites Work

• Statistical analysis of cointegration vectors
• Tests for Parameter Instability and Structural Change With Unknown Change Point
• On some simple, autoregression-based estimation and identification techniques for ARMA models
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

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