Nonlinear mean reversion in the term structure of interest rates (Q951428): Difference between revisions

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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
+Normal rank
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+Threshold Cointegration
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+A Theory of the Term Structure of Interest Rates
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+Normal rank
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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+Testing for two-regime threshold cointegration in vector error-correction models.
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+Statistical analysis of cointegration vectors
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+Q2783445
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+Portfolio selection with transactions costs
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+Normal rank