Nonparametric estimation and specification testing of a two-factor interest rate model
Year of publication: |
2009
|
---|---|
Authors: | Thompson, Brennan S. |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 29.2009, 3, p. 2343-2349
|
Publisher: |
AccessEcon |
Subject: | Nonparametric local linear estimation | Two-factor term structure models | Model specification tests |
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