Buffered vector error-correction models: an application to the U.S. Treasury bond rates (Q2700572): Difference between revisions

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Latest revision as of 01:06, 1 August 2024

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Buffered vector error-correction models: an application to the U.S. Treasury bond rates
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    Buffered vector error-correction models: an application to the U.S. Treasury bond rates (English)
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    27 April 2023
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    bootstrap method
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    cointegration
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    supWald test
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    threshold model
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    vector error-correction model
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