Title of article
A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure
Author/Authors
Michael P. Clements، نويسنده , , Ana Beatriz Galv?o، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
18
From page
219
To page
236
Keywords
Threshold nonlinearities , cointegration , Term structure , forecasting
Journal title
International Journal of Forecasting
Serial Year
2004
Journal title
International Journal of Forecasting
Record number
179085
Link To Document