Term structure of interest rates and the expectation hypothesis: The Euro area (Q2464244): Difference between revisions

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+Autoregressive model fitting for control
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+Normal rank
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+A Theory of the Term Structure of Interest Rates
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+Normal rank
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
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+An equilibrium characterization of the term structure
+Normal rank