% latex table generated in R 2.13.1 by xtable 1.7-0 package
% Thu Apr 12 16:41:03 2012
\begin{table}[ht]
\begin{center}
\begin{tabular}{rrrr}
  \hline
 & Est. param. & T-Stat & p-value \\ 
  \hline
a & 0.02320 & 22.30001 & 0.00000 \\ 
  b & -0.58973 & 14.27554 & 0.00000 \\ 
  sigma & 0.03416 & 72953440.38807 & 0.00000 \\ 
  gamma & 0.96593 & 372870417.22069 & 0.00000 \\ 
   \hline
\end{tabular}
\caption{Modèle CKLS estimé avec GMM}
\end{center}
\end{table}
% latex table generated in R 2.13.1 by xtable 1.7-0 package
% Thu Apr 12 16:41:03 2012
\begin{table}[ht]
\begin{center}
\begin{tabular}{rrrr}
  \hline
 & Est. param. & T-Stat & p-value \\ 
  \hline
a & 0.02320 & 21.94401 & 0.00000 \\ 
  b & -0.58973 & 1.59672 & 0.05859 \\ 
  sigma & 0.00011 & 10.98051 & 0.00000 \\ 
   \hline
\end{tabular}
\caption{Modèle Vasicek estimé avec GMM}
\end{center}
\end{table}
% latex table generated in R 2.13.1 by xtable 1.7-0 package
% Thu Apr 12 16:41:03 2012
\begin{table}[ht]
\begin{center}
\begin{tabular}{rrrr}
  \hline
 & Est. param. & T-Stat & p-value \\ 
  \hline
a & 0.02320 & 22.28222 & 0.00000 \\ 
  b & -0.58973 & 1.62643 & 0.05535 \\ 
  sigma & 0.00227 & 2.39356 & 0.01041 \\ 
   \hline
\end{tabular}
\caption{Modèle CIR estimé avec GMM}
\end{center}
\end{table}
% latex table generated in R 2.13.1 by xtable 1.7-0 package
% Thu Apr 12 16:41:03 2012
\begin{table}[ht]
\begin{center}
\begin{tabular}{rrrrr}
  \hline
 & a & b & sigma & gamma \\ 
  \hline
a & 0.00010 & -0.00138 & 0.00007 & -0.00001 \\ 
  b & -0.00138 & 0.02636 & -0.00267 & 0.00052 \\ 
  sigma & 0.00007 & -0.00267 & 0.00402 & -0.00079 \\ 
  gamma & -0.00001 & 0.00052 & -0.00079 & 0.00015 \\ 
   \hline
\end{tabular}
\caption{Matrice de Var-Cov des par. pour modèle CKLS avec GMM}
\end{center}
\end{table}
% latex table generated in R 2.13.1 by xtable 1.7-0 package
% Thu Apr 12 16:41:03 2012
\begin{table}[ht]
\begin{center}
\begin{tabular}{rrrr}
  \hline
 & a & b & sigma \\ 
  \hline
a & 0.00010 & -0.00138 & 0.00000 \\ 
  b & -0.00138 & 0.02636 & -0.00001 \\ 
  sigma & 0.00000 & -0.00001 & 0.00000 \\ 
   \hline
\end{tabular}
\caption{Matrice de Var-Cov des par. pour modèle Vasicek avec GMM}
\end{center}
\end{table}
% latex table generated in R 2.13.1 by xtable 1.7-0 package
% Thu Apr 12 16:41:03 2012
\begin{table}[ht]
\begin{center}
\begin{tabular}{rrrr}
  \hline
 & a & b & sigma \\ 
  \hline
a & 0.00010 & -0.00138 & 0.00000 \\ 
  b & -0.00138 & 0.02636 & -0.00018 \\ 
  sigma & 0.00000 & -0.00018 & 0.00001 \\ 
   \hline
\end{tabular}
\caption{Matrice de Var-Cov des par. pour modèle CIR avec GMM}
\end{center}
\end{table}
