Invariance, observational equivalence, and identification : some implications for the empirical performance of affine term structure models
Year of publication: |
May 2017
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Authors: | Juneja, Januj |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 64.2017, p. 292-305
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Subject: | Affine term structure models | Identification | Affine transformation | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory |
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