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type_genre:"Article in journal"
~person:"Bauer, Michael D."
~person:"Juneja, Januj"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Term structure theory"
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Bauer, Michael D.
Juneja, Januj
Wu, Jing Cynthia
4
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3
Rudebusch, Glenn D.
3
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2
Bohn Nielsen, Heino
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1
Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias
Juneja, Januj
- In:
Review of quantitative finance and accounting
50
(
2018
)
3
,
pp. 695-715
Persistent link: https://www.econbiz.de/10011979271
Saved in:
2
Invariance, observational equivalence, and identification : some implications for the empirical performance of affine term structure models
Juneja, Januj
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 292-305
Persistent link: https://www.econbiz.de/10011792338
Saved in:
3
An evaluation of alternative methods used in the estimation of Gaussian term structure models
Juneja, Januj
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011327670
Saved in:
4
Term premia and inflation uncertainty : empirical evidence from an international panel dataset ; reply
Wright, Jonathan H.
- In:
The American economic review
104
(
2014
)
1
,
pp. 338-341
Persistent link: https://www.econbiz.de/10010340805
Saved in:
5
Term premia and inflation uncertainty : empirical evidence from an international panel dataset ; comment
Bauer, Michael D.
;
Rudebusch, Glenn D.
;
Wu, Jing Cynthia
- In:
The American economic review
104
(
2014
)
1
,
pp. 323-337
Persistent link: https://www.econbiz.de/10010340809
Saved in:
6
Term structure estimation in the presence of autocorrelation
Juneja, Januj
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 119-129
Persistent link: https://www.econbiz.de/10010461168
Saved in:
7
Correcting estimation bias in dynamic term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
;
Wu, Jing Cynthia
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
3
,
pp. 454-467
Persistent link: https://www.econbiz.de/10009658338
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