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Flexible term structure estimation: which method is preferred

Jeffrey, Andrew and Linton, Oliver and Nguyen, Thong (2006) Flexible term structure estimation: which method is preferred. Metrika, 63 (1). pp. 99-122. ISSN 0026-1335

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Identification Number: 10.1007/s00184-005-0017-8
Item Type: Article
Official URL: http://www.springerlink.com/openurl.asp?genre=jour...
Additional Information: (c) 2006 Springer.
Subjects: H Social Sciences > HB Economic Theory
H Social Sciences > HA Statistics
Sets: Collections > Economists Online
Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Departments > Economics
Date Deposited: 22 Aug 2007
Last Modified: 01 Oct 2010 08:48
URI: http://eprints.lse.ac.uk/id/eprint/2696

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