Evaluating Structural Models for the U.S. Short Rate Using EMM and Particle Filters
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-05-12 (All new papers)
- NEP-ECM-2007-05-12 (Econometrics)
- NEP-RMG-2007-05-12 (Risk Management)
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