Date:         Mon, 3 Jan 2005 10:04:54 -0800
Reply-To:     matthias.lerner@GMX.DE
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         matthias.lerner@GMX.DE
Organization: http://groups.google.com
Subject:      Estimating a Nelson Siegel Function with SAS
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Hi,
I am trying to estimate the Nelson Siegel Model with SAS. Doing this
in MS Excel works well but now the data becomes to large and the
handling would be easier in SAS. Has anyone experieces estimating the
Nelson Siegel Model with SAS? i.e. which procedure, other Codes,
papers or other information?

Thanks

Matt