Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes
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- Lanne, Markku & Saikkonen, Pentti, 2000. "Modeling the US short-term interest rate by mixture autoregressive processes," SFB 373 Discussion Papers 2000,76, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Markku Lanne & Pentti Saikkonen, 2001. "Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes," CeNDEF Workshop Papers, January 2001 PO5, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
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