The SR approach : a new estimation procedure for non-linear and non-Gaussian dynamic term structure models
Martin M. Andreasen, , Bent Jesper Christensen
| Year of publication: |
2015
|
|---|---|
| Authors: | Andreasen, Martin Møller ; Christensen, Bent Jesper |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 184.2015, 2, p. 420-451
|
| Subject: | Bond data | GMM | Non-linear filtering | Non-linear least squares | SMM | Zinsstruktur | Yield curve | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Anleihe | Bond |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011339282