TERM STRUCTURE OF INTEREST-RATES IN THE MIT-PENN-SSRC MODEL - REALITY OR ILLUSION

被引:8
作者
PHILLIPS, L
PIPPENGER, J
机构
关键词
D O I
10.2307/1991828
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:151 / 164
页数:14
相关论文
共 38 条
[1]  
Bartlett M, 1955, STOCHASTIC PROCESSES
[2]  
BOX GEP, 1970, TIME SERIES ANAL FOR
[3]   TIME-SERIES ANALYSIS OF INTEREST-RATES - SOME ADDITIONAL EVIDENCE [J].
BRICK, JR ;
THOMPSON, HE .
JOURNAL OF FINANCE, 1978, 33 (01) :93-103
[4]   SOME TIME AND FREQUENCY DOMAIN DISTRIBUTED LAG ESTIMATORS - COMPARATIVE MONTE-CARLO STUDY [J].
CARGILL, TF ;
MEYER, RA .
ECONOMETRICA, 1974, 42 (06) :1031-1044
[5]  
CARGILL TF, 1972, INT ECON REV, V13, P223
[6]  
CARGILL TF, 1975, J FINANCE, V30
[7]  
CARGILL TF, 1974, J MONEY BANKING CRED, V6, P503
[8]   ESTIMATION OF SOLOWS DISTRIBUTED LAG MODELS [J].
CHETTY, VK .
ECONOMETRICA, 1971, 39 (01) :99-&
[9]  
DILLER S, 1969, NBER80 OCC PAP
[10]  
DOBELL R, 1969, CANADIAN J EC, V12, P65