Unbiased estimation of dynamic term structure models

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

Year of publication:	2011
Authors:	Bauer, Michael D. ; Rudebusch, Glenn D. ; Wu, Jing Cynthia
Publisher:	San Francisco, Calif. : Federal Reserve Bank of San Francisco
Subject:	Zinsstruktur \| Yield curve \| Zustandsraummodell \| State space model \| Schätztheorie \| Estimation theory \| Momentenmethode \| Method of moments \| Simulation \| Wahrscheinlichkeitsrechnung \| Probability theory \| Risikoprämie \| Risk premium \| Zinsrisiko \| Interest rate risk

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