ZOU Ping,Financial Econometrics, Shanghai University of Finance & econo...
ZOU Ping,Financial Econometrics, Shanghai University of Finance & economics Press, Shaihai, 2005, 8. “The quote from Zou Ping in his book “Financial Econometrics” at Shanghai […]
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Daiki,Maki, “ The term structure of interest rates with nonlinear adjustmen...
Daiki,Maki, “ The term structure of interest rates with nonlinear adjustment: Evidence from a unit root test in the nonlinear STAR framework”,Economics bulletin,2005, Vol.5, pp.1-7. […]
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Daiki,Maki，“ Non-linear adjustment in the term structure of interest rates:...
Daiki,Maki，“ Non-linear adjustment in the term structure of interest rates: a cointegration analysis in the non-linear STAR framework”, Applied Financial Economics,2006, Vol.11, pp.1301-1307. **”Non-linear adjustment […]
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Kapetanios, G., Y. Shin, and A. Snell, “Testing for a unit root in the nonl...
Kapetanios, G., Y. Shin, and A. Snell, “Testing for a unit root in the nonlinear STAR framework”, Journal of Econometrics, 2003,Vol. 112, pp.359-379. “Kapetanios, G., […]
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Siliverstovs, Boriss, “The Bi−parameter Smooth Transition Autoregressive mo...
Siliverstovs, Boriss, “The Bi−parameter Smooth Transition Autoregressive model”, Economics Bulletin, 2005, Vol.3, No. 22, pp. 1−11 Okay, I need to write a blog post based […]
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Dick van Dijk, Philip Hans Frances, and Lucas， “Testing for Smooth Transiti...
Dick van Dijk, Philip Hans Frances, and Lucas， “Testing for Smooth Transition Nonlinearity in the Presence of Outliers”, working paper. **”Testing for Smooth Transition Nonlinearity […]
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Ying Liu, “Modeling Mortgage Rate Changes with a Smooth Transition Error-Co...
Ying Liu, “Modeling Mortgage Rate Changes with a Smooth Transition Error-Correction Model”. Working paper, 2001. **Ying Liu, “Modeling Mortgage Rate Changes with a Smooth Transition […]
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Wu Dan, Xie Chi, “Test of the Expectations Theory of the Term Structure of ...
Wu Dan, Xie Chi, “Test of the Expectations Theory of the Term Structure of Treasury Market Among China Banks”,Chinese Journal Of Management, 2005，Vol.9(5), pp.536-541. None
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SHI Min, WANG Shou- yang,etc, “Empirical analysis on term structure of Chin...
SHI Min, WANG Shou- yang,etc, “Empirical analysis on term structure of China interbank offered rates”, Journal Of Management Sciences in China,2005,Vol. 5, pp.43-49. Okay, the […]
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He Qi-zhi, “Empirical Tests for Term Structure of Interest Rates Based on N...
He Qi-zhi, “Empirical Tests for Term Structure of Interest Rates Based on Nonlinear Adjustment , ” IEEE. International Conference on Wireless Communications, Networking and Mobile […]
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