BONDS: RATS program to estimate term structure using non-linear methods

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Estimates a term structure from a set of bond yields. Demonstrates estimation with a function which can't be written in closed form.

Language: RATS
Requires: RATS 11.00
Keywords: Term; structure; estimation (search for similar items in EconPapers)
Date: 2026-01-02
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