An alternative strategy for estimation of a nonlinear model of the term structure of interest rates
by Christopher F. Baum and Olin Liu
| Year of publication: |
1994
|
|---|---|
| Authors: | Baum, Christopher F. ; Liu, Olin |
| Publisher: |
[Chestnut Hill, MA] |
| Subject: | Zinsstruktur | Yield curve | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | Schätztheorie | Estimation theory |
| Extent: | 33, [9] S. : graph. Darst |
|---|---|
| Series: | Working papers in economics. - Chestnut Hill, MA : [Verlag nicht ermittelbar], ZDB-ID 2122339-7. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000895346