Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes

Markku Lanne and P. Saikkonen

Working Papers from Humboldt University, Sonderforschungsbereich 373

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Related works:
Working Paper: Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes (2001)
Journal Article: Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes (2003)
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