Identification and estimation of Gaussian affine term structure models (Q527947): Difference between revisions

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+What does the yield curve tell us about GDP growth?
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+Multivariate regression models for panel data
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+The affine arbitrage-free class of Nelson-Siegel term structure models
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
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+ESTIMATION OF CONTINUOUS-TIME MODELS FOR STOCK RETURNS AND INTEREST RATES
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+Testable implications of affine term structure models
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+Large Sample Properties of Generalized Method of Moments Estimators
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+A joint econometric model of macroeconomic and term-structure dynamics
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+Identification in Parametric Models
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+An equilibrium characterization of the term structure
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+Publication:527947