Estimation of a nonparametric model for bond prices from cross-section and time series information
Bonsoo Koo, Davide La Vecchia, Oliver Linton
| Year of publication: |
2021
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|---|---|
| Authors: | Koo, Bonsoo ; La Vecchia, Davide ; Linton, Oliver |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 220.2021, 2, p. 562-588
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| Subject: | Panel data | Nonparametric inference | Time varying | Yield curve dynamics | Nichtparametrisches Verfahren | Nonparametric statistics | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Schätztheorie | Estimation theory | Panel | Panel study |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.04.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012618568