Pages that link to "Item:Q5952031"
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The following pages link to Yield curve estimation by kernel smoothing methods (Q5952031):
Displaying 14 items.
- Estimation of a nonparametric model for bond prices from cross-section and time series information (Q104342) (← links)
- Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234) (← links)
- Examining heterogeneity in implied equity risk premium using penalized splines (Q732231) (← links)
- Estimating the term structure of interest rates using penalized splines (Q849872) (← links)
- The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models (Q2343755) (← links)
- Flexible term structure estimation: Which method is preferred? (Q2499548) (← links)
- Nonparametric estimation of noisy integral equations of the second kind (Q2510638) (← links)
- Calendar effect and in-sample forecasting (Q2656985) (← links)
- Estimating Interest Rate Curves by Support Vector Regression (Q3063863) (← links)
- DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES (Q3527434) (← links)
- Dynamic functional data analysis with non-parametric state space models (Q5128569) (← links)
- Dynamics of the term structure of interest rates and monetary policy: is monetary policy effective during zero interest rate policy? (Q5128603) (← links)
- SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS (Q5438203) (← links)
- Systematic Generation of Parametric Correlation Structures for the LIBOR Market Model (Q5696866) (← links)
