EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"The sequential regression approach"
Narrow search

Narrow search

Year of publication
Subject
All
Bias-adjustment 1 Forecasting study 1 Quadratic term structure models 1 Shadow rate models 1 The sequential regression approach 1
Online availability
All
Free 1
Type of publication
All
Book / Working Paper 1
Language
All
Undetermined 1
Author
All
Andreasen, Martin M. 1 Meldrum, Andrew 1
Institution
All
School of Economics and Management, University of Aarhus 1
Published in...
All
CREATES Research Papers 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Dynamic term structure models: The best way to enforce the zero lower bound
Andreasen, Martin M.; Meldrum, Andrew - School of Economics and Management, University of Aarhus - 2014
models (QTSMs) and shadow rate models with at most four pricing factors using the sequential regression approach. Our …
Persistent link: https://www.econbiz.de/10011084733
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...