Nonlinear error-correction models for interest rates in the Netherlands

Dick van Dijk; Philip Hans Franses

Nonlinear error-correction models for interest rates in the Netherlands

Erasmus School of Economics

External organisation

Research output: Chapter/Conference proceeding › Conference proceeding › Academic › peer-review

Original language	Undefined/Unknown
Title of host publication	Nonlinear econometric modeling in time series analysis. Proceedings of the Eleventh International Symposium in Economic Theory and Econometrics
Editors	W.A. Barnett, D.F. Hendry, S. Hylleberg, T. Teräsvirta, D. Tjostheim, A.H. Würtz
Place of Publication	Cambridge
Publisher	Cambridge University Press
Pages	203-227
Number of pages	25
Publication status	Published - 2000

Research programs

EUR ESE 11

Cite this

van Dijk, D., & Franses, P. H. (2000). Nonlinear error-correction models for interest rates in the Netherlands. In W. A. Barnett, D. F. Hendry, S. Hylleberg, T. Teräsvirta, D. Tjostheim, & A. H. Würtz (Eds.), Nonlinear econometric modeling in time series analysis. Proceedings of the Eleventh International Symposium in Economic Theory and Econometrics (pp. 203-227). Cambridge University Press.

van Dijk, Dick ; Franses, Philip Hans. / Nonlinear error-correction models for interest rates in the Netherlands. Nonlinear econometric modeling in time series analysis. Proceedings of the Eleventh International Symposium in Economic Theory and Econometrics. editor / W.A. Barnett ; D.F. Hendry ; S. Hylleberg ; T. Teräsvirta ; D. Tjostheim ; A.H. Würtz. Cambridge : Cambridge University Press, 2000. pp. 203-227

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van Dijk, D & Franses, PH 2000, Nonlinear error-correction models for interest rates in the Netherlands. in WA Barnett, DF Hendry, S Hylleberg, T Teräsvirta, D Tjostheim & AH Würtz (eds), Nonlinear econometric modeling in time series analysis. Proceedings of the Eleventh International Symposium in Economic Theory and Econometrics. Cambridge University Press, Cambridge, pp. 203-227.

Nonlinear error-correction models for interest rates in the Netherlands. / van Dijk, Dick ; Franses, Philip Hans.
Nonlinear econometric modeling in time series analysis. Proceedings of the Eleventh International Symposium in Economic Theory and Econometrics. ed. / W.A. Barnett; D.F. Hendry; S. Hylleberg; T. Teräsvirta; D. Tjostheim; A.H. Würtz. Cambridge: Cambridge University Press, 2000. p. 203-227.

Research output: Chapter/Conference proceeding › Conference proceeding › Academic › peer-review

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AU - Franses, Philip Hans

PY - 2000

Y1 - 2000

M3 - Conference proceeding

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EP - 227

BT - Nonlinear econometric modeling in time series analysis. Proceedings of the Eleventh International Symposium in Economic Theory and Econometrics

A2 - Barnett, W.A.

A2 - Hendry, D.F.

A2 - Hylleberg, S.

A2 - Teräsvirta, T.

A2 - Tjostheim, D.

A2 - Würtz, A.H.

PB - Cambridge University Press

CY - Cambridge

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van Dijk D , Franses PH. Nonlinear error-correction models for interest rates in the Netherlands. In Barnett WA, Hendry DF, Hylleberg S, Teräsvirta T, Tjostheim D, Würtz AH, editors, Nonlinear econometric modeling in time series analysis. Proceedings of the Eleventh International Symposium in Economic Theory and Econometrics. Cambridge: Cambridge University Press. 2000. p. 203-227