Applied Nonparametric Regression Techniques: Estimating Prepayments on Fixed-Rate Mortgage-Backed Securities

Journal of Real Estate Finance and Economics

Volumn 23, Issue 2, 2001, Pages 139-160

  Maxam, Clark L ^a   Lacour Little, Michael ^b  

^a Montana Stt Univ Coll of Business   (United States)

^b Wells Fargo Home Mortgage   (United States)

Author keywords

Kernel regression; Mortgage; Nonparametric; Prepayment

Indexed keywords

EID: 0035620029     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1011102332025     Document Type: Article

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