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

Research output: Book/ReportReportProfessional

433 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). Econometrics.