Correcting estimation bias in dynamic term structure models
Michael D. Bauer; Glenn D. Rudebusch; Jing Cynthia Wu
| Year of publication: |
2012
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|---|---|
| Authors: | Bauer, Michael D. ; Rudebusch, Glenn D. ; Wu, Jing Cynthia |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 30.2012, 3, p. 454-467
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| Subject: | Zinsstruktur | Yield curve | Schätzung | Estimation | Schätztheorie | Estimation theory | Systematischer Fehler | Bias |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009658338