Estimating the fractional order of integration of interest rates using a wavelet OLS estimator

Estimating the fractional order of integration of interest rates using a wavelet OLS estimator /

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Bibliographic Details
Main Author: Tkacz, Greg
Corporate Author: Bank of Canada
Format: Book
Language:English
Published: Ottawa : Bank of Canada, 2000.
Series:Working paper (Bank of Canada) ; 2000-5.
Subjects:
Interest rates > United States > Forecasting > Econometric models.
Interest rates > Canada > Forecasting > Econometric models.

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