Correcting Estimation Bias in Dynamic Term Structure Models

Journal of Business and Economic Statistics - Tập 30 Số 3 - Trang 454-467 - 2012
Michael D. Bauer1, Glenn D. Rudebusch1, Jing Cynthia Wu2
1Federal Reserve Bank of San Francisco San Francisco CA 94105
2Booth School of Business, University of Chicago, Chicago, IL 60637

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