Yield curve estimation by kernel smoothing methods

A-Tier

Journal: Journal of Econometrics

Year: 2001

Volume: 105

Issue: 1

Pages: 185-223

Authors (4)

Linton, Oliver (University of Cambridge) Mammen, Enno (National Research University H...) Nielsen, Jans Perch (not in RePEc) Tanggaard, Carsten

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count