Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates (Q5863575)
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scientific article; zbMATH DE number 7536061
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| English | Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates |
scientific article; zbMATH DE number 7536061 |
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Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates (English)
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3 June 2022
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fractional cointegration
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local Whittle estimator
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term structure
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0.9519882
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0.9354458
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0.93538237
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0.9001694
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0.8955748
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0.8932961
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0.89316005
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0.8925928
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