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Estimating the Term Structure With a Semiparametric Bayesian Hierarchical Model: An Application to Corporate Bonds

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  • Cruz-Marcelo, Alejandro
  • Ensor, Katherine B.
  • Rosner, Gary L.

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  • Cruz-Marcelo, Alejandro & Ensor, Katherine B. & Rosner, Gary L., 2011. "Estimating the Term Structure With a Semiparametric Bayesian Hierarchical Model: An Application to Corporate Bonds," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 387-395.
  • Handle: RePEc:bes:jnlasa:v:106:i:494:y:2011:p:387-395
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    File URL: http://pubs.amstat.org/doi/abs/10.1198/jasa.2011.ap09764
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    1. David Card & Alexandre Mas & Jesse Rothstein, 2008. "Tipping and the Dynamics of Segregation," The Quarterly Journal of Economics, Oxford University Press, vol. 123(1), pages 177-218.
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