Buffered vector error-correction models: an application to the U.S. Treasury bond rates (Q2700572): Difference between revisions
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Revision as of 09:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Buffered vector error-correction models: an application to the U.S. Treasury bond rates |
scientific article |
Statements
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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