An Assessment of Econometric Methods Used in the Estimation of Affine Term Structure Models

An Assessment of Econometric Methods Used in the Estimation of Affine Term Structure Models
Author: Januj Juneja
Publisher:
Total Pages: 138
Release: 2000
Genre:
ISBN: 9781124132372


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An Assessment of Econometric Methods Used in the Estimation of Affine Term Structure Models
Language: en
Pages: 138
Authors: Januj Juneja
Categories:
Type: BOOK - Published: 2000 - Publisher:

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On the Estimation of Term Structure Models and An Application to the United States
Language: en
Pages: 64
Authors: International Monetary Fund
Categories: Business & Economics
Type: BOOK - Published: 2010-11-01 - Publisher: International Monetary Fund

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This paper discusses the estimation of models of the term structure of interest rates. After reviewing the term structure models, specifically the Nelson-Siegel
Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models
Language: en
Pages: 54
Authors: Dennis Bams
Categories: Affine algebraic groups
Type: BOOK - Published: 1998 - Publisher:

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Econometric Methods and Their Applications in Finance, Macro and Related Fields
Language: en
Pages: 616
Authors: Kaddour Hadri
Categories: Business & Economics
Type: BOOK - Published: 2014 - Publisher: World Scientific

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The volume aims at providing an outlet for some of the best papers presented at the 15th Annual Conference of the African Econometric Society, which is one of t
Evaluation of Econometric Models
Language: en
Pages: 425
Authors: Jan Kmenta
Categories: Business & Economics
Type: BOOK - Published: 2014-05-10 - Publisher: Academic Press

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Evaluation of Econometric Models presents approaches to assessing and enhancing the progress of applied economic research. This book discusses the problems and