Correcting Estimation Bias in Dynamic Term Structure Models

Journal of Business and Economic Statistics 2012 / 07 Vol. 30; Iss. 3

Correcting Estimation Bias in Dynamic Term Structure Models

Bauer, Michael D., Rudebusch, Glenn D., Wu, Jing Cynthia
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Volume:
30
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2012.693855
Date:
July, 2012
File:
PDF, 454 KB
english, 2012
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