... Substituting, we haveˆ 2 ≤ 2 2 n((c − 1)/ −c) + 2 ,which is equivalent ton(ˆ 2 − 2 ) 2 2 + c ≤c − 1,which implies that ≤ 2 2 (c − 1)n(ˆ 2 − 2 ) + 2c 2 . (7.13)The only ... QMLE, and MLE for a square-root interest rate diffusion model. J. Comput. Finance 5:89– 122 . P1: GOPAL JOSHINovember 12, 20 10 17:7 C7035 C7035˙C0061 72 Handbook of Empirical Economics and Finance the ... JOSHINovember 3, 20 10 17: 12 C7035 C7035˙C0071 92 Handbook of Empirical Economics and Finance where niis a vector of ones of length ni, ⑀i= (⑀1i, , ⑀nii), and, for thesample,...