Estimating the term structure with linear regressions : getting to the roots of the problem
Adam Goliński and Peter Spencer
| Year of publication: |
2021
|
|---|---|
| Authors: | Golinski, Adam ; Spencer, Peter D. |
| Subject: | estimation methods | linear regression estimators | self-consistent model | term struc-ture | VAR(p) dynamics | Schätztheorie | Estimation theory | Zinsstruktur | Yield curve | Schätzung | Estimation | Regressionsanalyse | Regression analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbz031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012799057