文章基本信息

标题：Nonparametric estimation and specification testing of a two-factor interest rate model
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作者：Brennan S. Thompson
期刊名称：Economics Bulletin
电子版ISSN：1545-2921
出版年度：2009
卷号：29
期号：3
页码：2343-2349
出版社：Economics Bulletin
摘要：We propose a simple, flexible approach to nonparametric estimation and specification testing for a two-factor interest rate model. These methods are illustrated with a Monte Carlo experiment and an empirical example