NOTE ON MAXIMUM LIKELIHOOD ESTIMATION OF THE RATIONAL EXPECTATIONS MODEL OF THE TERM STRUCTURE

被引：93

作者：

SARGENT, TJ ^{[1
]}

机构：

[1] FED RESERVE BANK MINNEAPOLIS,MINNEAPOLIS,MN 55480

来源：

关键词：

D O I：

10.1016/0304-3932(79)90029-1

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：133 / 143

页数：11

共 13 条

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SHILLER, RJ .

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MODIGLIANI F, 1966, MAY AM EC REV PAP P

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ROLL R, 1970, BEHAVIOR INTEREST RA

[7]

SARGENT T, 1976, J POLITICAL EC APR

[8]

SARGENT T, UNPUBLISHED

[9]

SARGENT TJ, 1972, J MONEY CREDIT B FEB

[10]

Shiller RobertJ., 1972, J MONEY CREDIT BANK, V5, P856, DOI [10.2307/1991303, DOI 10.2307/1991303]