Provides a range of functions to facilitate the non-parametric estimation of the discount rate, and yield curve, of the Center for Research in Security Prices (CRSP) Bond Data. The methods of this package are described in Koo, B., La Vecchia, D., & Linton, O. B. (2019)<doi:10.2139/ssrn.3341344>.
|Maintainer||Yangzhuoran Yang <[email protected]>|
|Package repository||View on GitHub|
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