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

Research output: Book/ReportReportProfessional

352 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

Cite this

de Jong, F. C. J. M. (1997). Time-series and cross section information in affine term structure models. (Discussion papers / CentER for Economic Research; Vol. 1997-86). Tilburg: Econometrics.
de Jong, F.C.J.M. / Time-series and cross section information in affine term structure models. Tilburg : Econometrics, 1997. 32 p. (Discussion papers / CentER for Economic Research).
@book{087048280ee740698a9423e55d644a95,
title = "Time-series and cross section information in affine term structure models",
keywords = "time series, information, term structure of interest rates, monetary models, panel data",
author = "{de Jong}, F.C.J.M.",
note = "Pagination: 32",
year = "1997",
language = "English",
volume = "1997-86",
series = "Discussion papers / CentER for Economic Research",
publisher = "Econometrics",

}

de Jong, FCJM 1997, Time-series and cross section information in affine term structure models. Discussion papers / CentER for Economic Research, vol. 1997-86, vol. 1997-86, Econometrics, Tilburg.

Time-series and cross section information in affine term structure models. / de Jong, F.C.J.M.

Tilburg : Econometrics, 1997. 32 p. (Discussion papers / CentER for Economic Research; Vol. 1997-86).

Research output: Book/ReportReportProfessional

TY - BOOK

T1 - Time-series and cross section information in affine term structure models

AU - de Jong, F.C.J.M.

N1 - Pagination: 32

PY - 1997

Y1 - 1997

KW - time series

KW - information

KW - term structure of interest rates

KW - monetary models

KW - panel data

M3 - Report

VL - 1997-86

T3 - Discussion papers / CentER for Economic Research

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

PB - Econometrics

CY - Tilburg

ER -

de Jong FCJM. Time-series and cross section information in affine term structure models. Tilburg: Econometrics, 1997. 32 p. (Discussion papers / CentER for Economic Research).