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~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Afonso, António"
~person:"Hamilton, James D."
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Afonso, António
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Testable implications of affine term structure models
Hamilton, James D.
;
Wu, Jing Cynthia
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 231-242
Persistent link: https://www.econbiz.de/10010256167
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Identification and estimation of Gaussian affine term structure models
Hamilton, James D.
;
Wu, Jing Cynthia
- In:
Journal of econometrics
168
(
2012
)
2
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pp. 315-331
Persistent link: https://www.econbiz.de/10009612732
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