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Notes on Continuous Time Prediction with an Abortive Application to Macaulay's Test of the Expectations Theory of the Term Structure

Working Paper 67 | Published September 1, 1976

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photo of Thomas J. Sargent
Thomas J. Sargent New York University and Hoover Institution
Notes on Continuous Time Prediction with an Abortive Application to Macaulay's Test of the Expectations Theory of the Term Structure