Correcting estimation bias in dynamic term structure models

Michael D. Bauer; Glenn D. Rudebusch; Jing Cynthia Wu

Year of publication:	2012
Authors:	Bauer, Michael D. ; Rudebusch, Glenn D. ; Wu, Jing Cynthia
Published in:	Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 30.2012, 3, p. 454-467
Subject:	Zinsstruktur \| Yield curve \| Schätztheorie \| Estimation theory \| Systematischer Fehler \| Bias \| Momentenmethode \| Method of moments \| Schätzung \| Estimation

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