Specification analysis of affine term structure models
By: Qiang Dai, Kenneth J. Singleton.
Contributors: Singleton, Kenneth J.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6128; Working paper series (National Bureau of Economic Research) -- working paper no. 6128.
Publisher: National Bureau of Economic Research
Published: 1997
Place of publication: Cambridge, MA
Language: eng
Number of pages: 51
Subjects: Modules (Algebra) -- Econometric models.; Geometry, Affine -- Econometric models.
Notes: "August 1997."

Includes bibliographical references (p. 43-44).

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