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

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Name	Discussion papers / CentER for Economic Research
Volume	1997-86

Keywords

@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",

}

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 -