Reference
Alain Monfort (CREST, Banque de France, and Maastricht University), “No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDG Growth”, First French Econometrics Conference in Toulouse Celebrating Alain Monfort Contribution to Econometrics, Toulouse, France, December 14–15, 2009.
See also
Published in
First French Econometrics Conference in Toulouse Celebrating Alain Monfort Contribution to Econometrics, Toulouse, France, December 14–15, 2009