Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics

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Date: 2007-02-15 17:09:20 Econometrics Cointegration Mathematical finance Signal processing Nonlinear system Trend estimation Unit root Differential equation Martingale Statistics Time series analysis Stochastic processes		Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics Add to Reading List Source URL: federalreserve.gov Download Document from Source Website File Size: 400,39 KB Share Document on Facebook

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