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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
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Document Date: 2014-07-23 16:53:53


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File Size: 344,36 KB

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