An Orthogonal Polynomial Approach to Estimate the Term Structure of Interest Rates
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Keywords
Term structure of interest rates; orthogonal polynomial;JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
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