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Unbiased estimation of dynamic term structure models
Bauer, Michael D.; Rudebusch, Glenn D.; Wu, Jing Cynthia - 2011
Persistent link: https://www.econbiz.de/10009010468
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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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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
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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