Estimation of a nonparametric model for bond prices from cross-section and time series information (Q104342)
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scientific article; zbMATH DE number 7306287
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| English | Estimation of a nonparametric model for bond prices from cross-section and time series information |
scientific article; zbMATH DE number 7306287 |
Statements
220
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2
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562-588
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February 2021
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4 February 2021
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Estimation of a nonparametric model for bond prices from cross-section and time series information (English)
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nonparametric inference
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panel data
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time varying
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yield curve dynamics
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0.8413792252540588
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0.758059024810791
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0.742050290107727
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