Testing the stationarity of interest rates using a SUR approach

DOI10.1016/S0165-1765(98)00095-0zbMATH Open0914.90057MaRDI QIDQ1275111FDOQ1275111

Authors: Christoph Balz 

Publication date: 12 January 1999

Published in: Economics Letters (Search for Journal in Brave)

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zbMATH Keywords

seemingly unrelated regressionunit rootsinterest rates

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cites Work

• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Testing for unit roots in heterogeneous panels.
• Title not available (Why is that?)
• Exploiting cross-section variation for unit root inference in dynamic data

Cited In (4)

• Searching stationarity in the real exchange rates: Application of the SUR estimator
• Testing the term structure of interest rates using a stationary vector autoregression with regime switching
• A note on fully-modified estimation of seemingly unrelated regression models with integrated regressors.
• An Application of Matrix Power Series to Linear Models

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