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The small sample properties of tests of the expectations hypothesis : a Monte Carlo investigation

E. Garganas

Publication Data

Title The small sample properties of tests of the expectations hypothesis : a Monte Carlo investigation
Author E. Garganas
Contributor Tanaka Business School
Publisher Tanaka Business School
Publication date 2004
Publication location London
Language English

Descriptive Notes

Title from PDF title page (viewed on 24 June, 2005)

Topics

Interest rates
Sampling (Statistics)
Kalman filtering
Monte Carlo method

Catalogue Data

OBNB ID GBA553630
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332

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The small sample properties of tests of the expectations hypothesis : a Monte Carlo investigation by E. Garganas. Published by Tanaka Business School in 2004. Publication and catalogue information, links to buy online and reader comments.