RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve Equation

Θ * = Θ arg max t = 1 n LL ( e t , V t | t 1 ) MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeuiMde1aaWbaaSqabeaacaGGQaaaaOGaeyypa0ZaaCbiaeaacqqHyoquaSqabeaaciGGHbGaaiOCaiaacEgaciGGTbGaaiyyaiaacIhaaaGcdaaeWbqaaiaabYeacaqGmbWaaeWaaeaacaqGLbWaaSbaaSqaaiaadshaaeqaaOGaaiilaiaadAfadaWgaaWcbaGaamiDaiaacYhacaWG0bGaeyOeI0IaaGymaaqabaaakiaawIcacaGLPaaaaSqaaiaadshacqGH9aqpcaaIXaaabaGaamOBaaqdcqGHris5aaaa@5244@