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08/24/08 03:32am

I have a function with 4 coefficients, which I want to estimate with OLS (see Eq-1)

The coefficients are: r,b0,b1,b2

The estimation is with, OLS attached (See Eq-2):

X- is the coefficient vector,
Xdata is the variable vector
Ydata is the R(m) vector (which is YTM).
L denote length of the yield vector (m=1,2

Attachment: Equiations.JPG, URL: ,
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