References: On estimability of parsimonious term structure models: an experiment with the Nelson

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Bolder , D. and Streliski , D. 1999 . Yield curve modeling at the Bank of Canada, Technical Report No. 84 , Canada : Bank of Canada .
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Darbha , G. , Roy , S.D. and Pawaskar , V. 2003 . Term structure of interest rates in India: issues in estimation and pricing . Indian Economic Review , 38 : 1 – 19 .
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Nelson , C. R. and Siegel , A. F. 1987 . Parsimonious modeling of yield curves . Journal of Business , 60 : 473 – 89 .
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