nonparametric estimation of a multifactor heath-jarrow ......nonparametric estimation of a...
TRANSCRIPT
Nonparametric Estimation of aMultifactor Heath-Jarrow-Morton Model:
An Integrated Approach
By
Andrew Jeffrey, Oliver Linton,Thong Nguyen, and Peter C.B. Phillips
July 2001
COWLES FOUNDATION DISCUSSION PAPER No. 1311
COWLES FOUNDATION FOR RESEARCH IN ECONOMICSYALE UNIVERSITY
Box 208281New Haven, Connecticut 06520-8281
http://cowles.econ.yale.edu/
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uhsruwhg lq 4243331
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