Tests of the rational expectations model of the term structure of U.K. interest rates
- 1 January 1982
- journal article
- Published by Elsevier in Economics Letters
- Vol. 10 (1-2) , 115-121
- https://doi.org/10.1016/0165-1765(82)90125-2
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- A note on maximum likelihood estimation of the rational expectations model of the term structureJournal of Monetary Economics, 1979
- Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation ApproachJournal of the American Statistical Association, 1976
- Distribution of Residual Autocorrelations in the Regression Model with Autoregressive–Moving Average ErrorsJournal of the Royal Statistical Society Series B: Statistical Methodology, 1971