NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Testable Implications of Affine Term Structure Models

James D. Hamilton, Jing Cynthia Wu

NBER Working Paper No. 16931
Issued in April 2011

---- Acknowledgements -----

We thank Jonathan Wright and anonymous referees for helpful comments on an earlier draft of this paper. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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