Flexible Term Structure Estimation: Which Method is Preferred?

Andrew Jeffrey (), Oliver Linton and Thong Nguyen

Metrika: International Journal for Theoretical and Applied Statistics, 2006, vol. 63, issue 1, 99-122

Keywords: Bonds; Fixed Income; Hit rate; Kernal estimation; Nonparametric (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (9)

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Working Paper: Flexible term structure estimation: which method is preferred? (2001)
Working Paper: Flexible Term Structure Estimation: Which Method is Preferred? (2001)
Working Paper: Flexible Term Structure Estimation: Which Method Is Preferred? (2001)
Working Paper: Flexible Term Structure Estimation: Which Method Is Preferred? (2001)
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DOI: 10.1007/s00184-005-0017-8

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