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Yield Curve Estimation by Kernel Smoothing Methods. (2000). Mammen, Enno ; LINTON, OLIVER ; Nielsen, J..
In: Econometric Society World Congress 2000 Contributed Papers.
RePEc:ecm:wc2000:0235.

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  1. Some Identification Issues in Nonparametric Linear Models with Endogenous Regressors. (2005). Tripathi, Gautam ; Severini, Thomas A..
    In: Working papers.
    RePEc:uct:uconnp:2005-12.

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  2. Testing the Expectations Hypothesis on Corporate Bond Yields. (2010). Azar, Samih Antoine.
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  3. Time-varying yield curve dynamics and monetary policy. (2009). Surico, Paolo ; mumtaz, haroon.
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  4. The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value. (2007). Thornton, Daniel ; Sarno, Lucio ; Della Corte, Pasquale.
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  5. The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure. (2006). Meeks, Roland.
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  9. Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods. (2006). Giglio, Stefano ; Favero, Carlo.
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  10. Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods. (2006). Giglio, Stefano ; Favero, Carlo.
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  11. The empirical failure of the expectations hypothesis of the term structure of bond yields. (2005). Valente, Giorgio ; Thornton, Daniel ; Sarno, Lucio ; Dittmar, Robert .
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  14. The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates. (2005). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
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  16. Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates. (2004). PeterTillmann, .
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  17. Can Interest Rate Volatility be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility. (2004). Jones, Christopher S. ; Goldstein, Robert S. ; Collin-Dufresne, Pierre.
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  18. What Does the Yield Curve Tell us about GDP Growth?. (2004). Wei, Min ; Piazzesi, Monika ; Ang, Andrew ; Piazessi, Monika.
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  46. Estimating Yield Curves by Kernel Smoothing Methods. (1998). Mammen, Enno ; LINTON, OLIVER ; Nielsen, J..
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  47. Peso Problem Explanations for Term Structure Anomalies. (1997). Marshall, David ; Hodrick, Robert ; Bekaert, Geert.
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  48. The Information Content of the Inflation Term Structure. (1997). Chadha, Jagjit ; Breedon, Francis.
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  49. On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates. (1996). Marshall, David ; Hodrick, Robert ; Bekaert, Geert.
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