Testable implications of affine term structure models

Journal of Econometrics

Volumn 178, Issue PART 2, 2014, Pages 231-242

  Hamilton, James D ^a   Wu, Jing Cynthia ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL TECHNIQUES;

AFFINE TERM STRUCTURE MODELS; GENERAL SPECIFICATION; INTEREST RATES; OBSERVED DATA; SERIAL CORRELATION;

ECONOMICS;

EID: 84889090451     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2013.08.024     Document Type: Conference Paper

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