Estimating the fractional order of integration of interest rates using a wavelet OLS estimator
By: by Greg Tkacz.
Contributors: Bank of Canada.
Series: Working paper / Bank of Canada -- 2000-5; Working paper (Bank of Canada) -- 2000-5.
Publisher: Bank of Canada
Published: 2000
Place of publication: Ottawa
Language: eng
Number of pages: 22
Notes: Distributed by the Government of Canada Depository Services Program.

Includes abstract in French.