Identification and estimation of Gaussian affine term structure models (Q527947)

From MaRDI portal
Revision as of 19:48, 13 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Identification and estimation of Gaussian affine term structure models
scientific article

    Statements

    title
    Identification and estimation of Gaussian affine term structure models (English)
    0 references
    author
    James D. Hamilton
    0 references
    Jing Cynthia Wu
    0 references
    publication date
    12 May 2017
    0 references
    zbMATH DE Number
    6714703
    0 references
    zbMATH Keywords
    affine term structure models
    0 references
    identification
    0 references
    estimation
    0 references
    minimum-chi-square
    0 references
    OpenAlex ID
    W3122930642
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q527947&oldid=36320734"
    Powered by MediaWiki