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doi.org/10.1111/jtsa.12427
Change Detection and the Causal Impact of the Yield Curve
Shuping Shi
23
,
Peter C.B. Phillips
78
,
Stan Hurn
25
View all 3 authors
Journal of Time Series Analysis
1.00
Volume: 39, Issue: 6, Pages: 966 - 987
Published
: Sep 9, 2018
217
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Paper Fields
Heteroscedasticity
Sample (material)
Mathematics
Statistical hypothesis testing
Homoscedasticity
Statistics
Granger causality
Econometrics
Estimator
Artificial intelligence
Null hypothesis
Predictability
Chemistry
Contrast (vision)
Computer science
Chromatography
Asymptotic distribution
Paper Details
Title
Change Detection and the Causal Impact of the Yield Curve
DOI
doi.org/10.1111/jtsa.12427
Published Date
Sep 9, 2018
Journal
Journal of Time Series Analysis
Volume
39
Issue
6
Pages
966 - 987
Notes
History
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