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Identification and estimation of Gaussian affine term structure models
James D. Hamilton
,
Jing Cynthia Wu
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Dive into the research topics of 'Identification and estimation of Gaussian affine term structure models'. Together they form a unique fingerprint.
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Keyphrases
Affine Term Structure Models
100%
Popular
50%
Likelihood Function
50%
Global Maximum
50%
Canonical Representation
50%
Numerical Optimization
50%
Asymptotically Equivalent
50%
Minimum chi-square
50%
Mathematics
Gaussian Distribution
100%
Term Structure
100%
Affine Term
100%
Likelihood Function
50%
Minimum Chi
50%
Computer Science
Structure Model
100%
Likelihood Function
50%
Economics, Econometrics and Finance
Yield Curve
100%