A New Linear Estimator for Gaussian Dynamic Term Structure Models Staff Working Paper 2013-10 Antonio Diez de los Rios This paper proposes a novel regression-based approach to the estimation of Gaussian dynamic term structure models that avoids numerical optimization. Content Type(s): Staff research, Staff working papers Topic(s): Asset pricing, Econometric and statistical methods, Interest rates JEL Code(s): C, C1, C13, E, E4, E43, G, G1, G12