Testing the stationarity of interest rates using a SUR approach

DOI10.1016/S0165-1765(98)00095-0zbMath0914.90057MaRDI QIDQ1275111

Christoph Balz

Publication date: 12 January 1999

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

zbMATH Keywords

interest ratesunit rootsseemingly unrelated regression

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (2)

An Application of Matrix Power Series to Linear Models ⋮ A note on fully-modified estimation of seemingly unrelated regression models with integrated regressors.

Cites Work

• Exploiting cross-section variation for unit root inference in dynamic data
• Testing for unit roots in heterogeneous panels.
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Unnamed Item

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