reproducing CKLS short-term interest rate models
Posted: Thu Sep 16, 2010 12:45 pm
Hey, nice to meet all of you.
This is my first time to be on the website.
I noticed that some of you are experts in GMM. Right now I'm reproducing the results of CKLS model using Eviews and I'm getting confused once i started coz I'm totally new to Eviews. Can any of you send me the codes of the CKLS model in Eviews if you have one for references? I'm very interested in this topic and want to start my research in this field in the future. :D
My e-mail address is mwang96@uvic.ca
I really really need your help. Thanks again.
This is my first time to be on the website.
I noticed that some of you are experts in GMM. Right now I'm reproducing the results of CKLS model using Eviews and I'm getting confused once i started coz I'm totally new to Eviews. Can any of you send me the codes of the CKLS model in Eviews if you have one for references? I'm very interested in this topic and want to start my research in this field in the future. :D
My e-mail address is mwang96@uvic.ca
I really really need your help. Thanks again.