Testing the stationarity of interest rates using a SUR approach (Q1275111)
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scientific article; zbMATH DE number 1238826
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing the stationarity of interest rates using a SUR approach |
scientific article; zbMATH DE number 1238826 |
Statements
Testing the stationarity of interest rates using a SUR approach (English)
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12 January 1999
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interest rates
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seemingly unrelated regression
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unit roots
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0.7601829171180725
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0.7407365441322327
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0.737980842590332
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0.7372771501541138
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