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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
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Document Date: 2007-02-15 17:09:20

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File Size: 400,39 KB

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City

Washington / DC / /

Company

Volterra / Economics Discussion Series / Patterson / /

Country

United States / /

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Facility

George Washington University / Using Hall / IMF Institute / /

Organization

George Washington University / IMF Institute / Federal Reserve Board / US Federal Reserve / Board of Governors / /

Person

Melvin Hinich / Travis D. Nesmith / Samia Husain / Eric Verhoogen / Hermann Bierens / Barry E. Jones / William Barnett / /

Position

author / nonparametric estimation Corresponding author / /

ProgrammingLanguage

DC / C / /

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