Correcting Estimation Bias in Dynamic Term Structure Models
| Year of publication: |
2012
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| 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 876122x. - Vol. 30.2012, 3 (1.7.), p. 454-468
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