. In addition to standard Wald tests, we formulate Lagrange Multiplier and Distance Metric tests which require estimation … under the non-linear constraints of the null hypotheses. Estimation under the null is achieved by iterating on approximate …

States, the United Kingdom, and Germany using the Campbell-Shiller (1991) regressions and a vector …-problem effects is largely consistent with term structure data from the U.S., U.K., and Germany …

States, the United Kingdom, and Germany using the Campbell-Shiller (1991) regressions and a vector …-problem effects is largely consistent with term structure data from the U.S., U.K., and Germany …