Open Access. Powered by Scholars. Published by Universities.®

Physical Sciences and Mathematics Commons™

Open Access. Powered by Scholars. Published by Universities.®

Econometrics

SelectedWorks

Derek Bond

Articles 1 - 1 of 1

Full-Text Articles in Physical Sciences and Mathematics

Exploring Persistence In The Forward Rate Series, Derek Bond Feb 2009

Exploring Persistence In The Forward Rate Series, Derek Bond

Derek Bond

This presentation reviews the use of tests for non-linearity based on semi-parametric estimates of the fractional difference parameter

Go to article