Cointegration rank switching model: an application to forecasting interest rates (Q3088167): Difference between revisions
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Revision as of 10:37, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration rank switching model: an application to forecasting interest rates |
scientific article |
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Cointegration rank switching model: an application to forecasting interest rates (English)
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19 August 2011
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cointegration
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information criterion
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model selection
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term structure of interest rates
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