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Estimation of the specification error in the expectations theory of the teerm structure
Johnson, Paul A., (1997)
Maturity induced bias in estimating spot rate diffusion models
Honoré, Peter, (1997)
Maximum likelihood estimation of non-linear continuous-time term-structure models
Estimation of the specification error in the Fisher equation
Johnson, Paul A., (1994)
Aggregate price indexes, cointegration, and tests of the purchasing power parity hypothesis
Johnson, Paul A., (1991)