Equilibrium Term Structure Models: Test Methodology

Authors

  • TERRY MARSH


  • University of Chicago. I am grateful to Craig Ansley, Sudipto Bhattacharya, Douglas Breeden, William Brock, Michael Gibbons, John Gould, Merton Miller, Myron Scholes, and Arnold Zellner for helpful comments, and, particularly, to Jon Ingersoll for many hours of helpful discussion.

Ancillary