The following pages link to Marco R. Barassi (Q2574862):
Displayed 3 items.
- A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates (Q2574863) (← links)
- A comparison between tests for changes in the adjustment coefficients in cointegrated systems (Q5457920) (← links)
- Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates (Q5863575) (← links)