Identification and estimation of Gaussian affine term structure models

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Date: 2014-07-23 16:53:53 Maximum likelihood Dimensional analysis Parametrization Ordinary least squares Vector autoregression Generalized method of moments Multivariate normal distribution Likelihood-ratio test Fisher information Statistics Estimation theory M-estimator		Identification and estimation of Gaussian affine term structure models Add to Reading List Source URL: faculty.chicagobooth.edu Download Document from Source Website File Size: 344,36 KB Share Document on Facebook

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