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Walk-through 2step GMM estimation in MATLAB. The code replicates the Interest rate model By Chan, Karolyi, Longstaff and Sanders (1992, Journal of Finance, https://onlinelibrary.wiley.com/doi/full/10.1111/j.1540-6261.1992.tb04011.x). The example and the base of the code is from the excellent Martin, Hurn and Harris, Econometric Time Series ...
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