Identification and estimation of Gaussian affine term...

Identification and estimation of Gaussian affine term structure models

James D. Hamilton, Jing Cynthia Wu
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Volume:
168
Year:
2012
Language:
english
Pages:
17
DOI:
10.1016/j.jeconom.2012.01.035
File:
PDF, 344 KB
english, 2012
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