Hi I want to estimate a continuous time interest rate model (e.g. Vasicek) with GMM and E-Views as described by James / Weber, Interest Rate Modeling, Wiley, 2000 or Chan / Karolyi / Longstaff / Sanders, Journal of Finance, 1992.
My problem is the implementation of moment condition in E-Views. Does anyone have some experience? Thanks. Kind regards Michael . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
