Time-series and cross section information in affine term structure models

Research output: Book/ReportReport

848 Downloads (Pure)
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages32
Volume1997-86
Publication statusPublished - 1997

Publication series

NameDiscussion papers / CentER for Economic Research
Volume1997-86

Keywords

  • time series
  • information
  • term structure of interest rates
  • monetary models
  • panel data

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