Iterative and recursive estimation in structural nonadaptive models
Year of publication: |
2003
|
---|---|
Authors: | Pastorello, Sergio ; Patilea, Valentin ; Renault, Eric |
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. 21.2003, 4, p. 449-482
|
Subject: | Schätztheorie | Estimation theory | CAPM | Zinsstruktur | Yield curve | Theorie | Theory | Momentenmethode | Method of moments |
-
Complex times : asset pricing and conditional moments under non-affine diffusions
Kimmel, Robert, (2007)
-
Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn, (1993)
-
A nonlinear expectations model of the term structure of interest rates with time-varying risk premia
Lee, Bong-soo, (1989)
- More ...
-
Rejoinder - Iterative and Recursive Estimation in Structural Nonadaptive Models
Pastorello, Sergio, (2003)
-
Iterative and Recursive Estimation in Structural Nonadaptive Models
Pastorello, Sergio, (2003)
-
Iterative and Recursive Estimation in Structural Nonadaptive Models: Rejoinder.
Pastorello, Sergio, (2003)
- More ...