Cointegration rank switching model: an application to forecasting interest rates (Q3088167)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration rank switching model: an application to forecasting interest rates |
scientific article |
Statements
Cointegration rank switching model: an application to forecasting interest rates (English)
0 references
19 August 2011
0 references
cointegration
0 references
information criterion
0 references
model selection
0 references
term structure of interest rates
0 references
0 references
0 references
0 references
0 references
0 references
