A note on maximum likelihood estimation of the rational expectations model of the term structure
- 1 January 1979
- journal article
- Published by Elsevier in Journal of Monetary Economics
- Vol. 5 (1) , 133-143
- https://doi.org/10.1016/0304-3932(79)90029-1
Abstract
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This publication has 5 references indexed in Scilit:
- A Classical Macroeconometric Model for the United StatesJournal of Political Economy, 1976
- The Estimation of Parameters in Multivariate Time Series ModelsJournal of the Royal Statistical Society Series B: Statistical Methodology, 1973
- Inflation, Rational Expectations and the Term Structure of Interest RatesEconomica, 1973
- Rational Expectations and the Term Structure of Interest RatesJournal of Money, Credit and Banking, 1972
- Investigating Causal Relations by Econometric Models and Cross-spectral MethodsEconometrica, 1969