Matches in SemOpenAlex for { <https://semopenalex.org/work/W116866055> ?p ?o ?g. }
Showing items 1 to 82 of
82
with 100 items per page.
- W116866055 abstract "In this paper we present a maximum likelihood estimator of non-linear term-structure models based on a panel-data approach, which facilitates examining a broader class of term-structure models compared to the majority of recent panel-data literature. It is assumed that all zero-coupon yields are observed with measurement error. By imposing linear restrictions on the errors, the underlying state variables are recovered. Hence, the explicit likelihood function is directly available without the need for a filtering algorithm. Furthermore, we use a finite-difference approach to calculate the yields of zero-coupon bonds. Monte Carlo simulations show the benefit of adopting the panel-data approach. Empirical results based on the U.S. term structure of interest rate are presented." @default.
- W116866055 created "2016-06-24" @default.
- W116866055 creator A5037494808 @default.
- W116866055 date "1998-01-01" @default.
- W116866055 modified "2023-09-25" @default.
- W116866055 title "Panel-Data Estimation of Non-Linear Term-Structure Models" @default.
- W116866055 cites W1527363857 @default.
- W116866055 cites W1546394546 @default.
- W116866055 cites W1603323267 @default.
- W116866055 cites W1987099129 @default.
- W116866055 cites W2000151764 @default.
- W116866055 cites W2002741033 @default.
- W116866055 cites W2007357383 @default.
- W116866055 cites W2038509694 @default.
- W116866055 cites W2053260143 @default.
- W116866055 cites W2068629725 @default.
- W116866055 cites W2076057077 @default.
- W116866055 cites W2099579103 @default.
- W116866055 cites W2115096405 @default.
- W116866055 cites W2138197227 @default.
- W116866055 cites W2149238010 @default.
- W116866055 cites W3021444882 @default.
- W116866055 cites W3125856767 @default.
- W116866055 cites W1974496993 @default.
- W116866055 doi "https://doi.org/10.2139/ssrn.82369" @default.
- W116866055 hasPublicationYear "1998" @default.
- W116866055 type Work @default.
- W116866055 sameAs 116866055 @default.
- W116866055 citedByCount "8" @default.
- W116866055 crossrefType "journal-article" @default.
- W116866055 hasAuthorship W116866055A5037494808 @default.
- W116866055 hasConcept C105795698 @default.
- W116866055 hasConcept C11413529 @default.
- W116866055 hasConcept C121332964 @default.
- W116866055 hasConcept C149782125 @default.
- W116866055 hasConcept C185429906 @default.
- W116866055 hasConcept C19499675 @default.
- W116866055 hasConcept C28826006 @default.
- W116866055 hasConcept C33923547 @default.
- W116866055 hasConcept C41008148 @default.
- W116866055 hasConcept C61797465 @default.
- W116866055 hasConcept C62520636 @default.
- W116866055 hasConcept C6422946 @default.
- W116866055 hasConceptScore W116866055C105795698 @default.
- W116866055 hasConceptScore W116866055C11413529 @default.
- W116866055 hasConceptScore W116866055C121332964 @default.
- W116866055 hasConceptScore W116866055C149782125 @default.
- W116866055 hasConceptScore W116866055C185429906 @default.
- W116866055 hasConceptScore W116866055C19499675 @default.
- W116866055 hasConceptScore W116866055C28826006 @default.
- W116866055 hasConceptScore W116866055C33923547 @default.
- W116866055 hasConceptScore W116866055C41008148 @default.
- W116866055 hasConceptScore W116866055C61797465 @default.
- W116866055 hasConceptScore W116866055C62520636 @default.
- W116866055 hasConceptScore W116866055C6422946 @default.
- W116866055 hasLocation W1168660551 @default.
- W116866055 hasOpenAccess W116866055 @default.
- W116866055 hasPrimaryLocation W1168660551 @default.
- W116866055 hasRelatedWork W1488007781 @default.
- W116866055 hasRelatedWork W1527142027 @default.
- W116866055 hasRelatedWork W1530774305 @default.
- W116866055 hasRelatedWork W1551713057 @default.
- W116866055 hasRelatedWork W1568334302 @default.
- W116866055 hasRelatedWork W1569105533 @default.
- W116866055 hasRelatedWork W1594842258 @default.
- W116866055 hasRelatedWork W193622625 @default.
- W116866055 hasRelatedWork W2018031533 @default.
- W116866055 hasRelatedWork W2042841231 @default.
- W116866055 hasRelatedWork W2074563566 @default.
- W116866055 hasRelatedWork W2094879660 @default.
- W116866055 hasRelatedWork W2116011296 @default.
- W116866055 hasRelatedWork W2118891973 @default.
- W116866055 hasRelatedWork W2124173388 @default.
- W116866055 hasRelatedWork W2138388150 @default.
- W116866055 hasRelatedWork W2157579487 @default.
- W116866055 hasRelatedWork W2165891379 @default.
- W116866055 hasRelatedWork W2169161101 @default.
- W116866055 hasRelatedWork W3122186741 @default.
- W116866055 isParatext "false" @default.
- W116866055 isRetracted "false" @default.
- W116866055 magId "116866055" @default.
- W116866055 workType "article" @default.