Estimating the term structure with linear regressions : getting to the roots of the problem
Year of publication: |
2021
|
---|---|
Authors: | Golinski, Adam ; Spencer, Peter D. |
Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 19.2021, 5, p. 960-984
|
Subject: | estimation methods | linear regression estimators | self-consistent model | term struc-ture | VAR(p) dynamics | Schätztheorie | Estimation theory | Zinsstruktur | Yield curve | Regressionsanalyse | Regression analysis | Schätzung | Estimation |
-
Estimating the term structure with linear regressions : getting to the roots of the problem
Golinski, Adam, (2019)
-
Kuriyama, Nina, (2016)
-
Generalized quantile regression
Guo, Mengmeng, (2012)
- More ...
-
Estimating the term structure with linear regressions : getting to the roots of the problem
Golinski, Adam, (2019)
-
The Meiselman forward interest rate revision regression as an affine term structure model
Golinski, Adam, (2012)
-
Coronametrics: the UK turns the corner
Golinski, Adam, (2020)
- More ...