Mean Reversion of Real Interest Rates in G-20: Panel Kss Test by Spsm with a Fourier Function
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More about this item
KeywordsMean Reversion; Real Interest Rate; Sequential Panel Selection Method; G-10 Countries;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
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