A Note on Maximum Likelihood Estimation of the Rational Expectations Model of The Term Structure

Thomas Sargent

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

    Original languageEnglish (US)
    Title of host publicationREEP
    Pages453-62
    Volume2
    StatePublished - 1800

    Cite this

    A Note on Maximum Likelihood Estimation of the Rational Expectations Model of The Term Structure. / Sargent, Thomas.

    REEP. Vol. 2 1800. p. 453-62.

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

    @inbook{23f5e675a46b490f92ed8ad0ed75bd06,
    title = "A Note on Maximum Likelihood Estimation of the Rational Expectations Model of The Term Structure",
    author = "Thomas Sargent",
    year = "1800",
    language = "English (US)",
    volume = "2",
    pages = "453--62",
    booktitle = "REEP",

    }

    TY - CHAP

    T1 - A Note on Maximum Likelihood Estimation of the Rational Expectations Model of The Term Structure

    AU - Sargent, Thomas

    PY - 1800

    Y1 - 1800

    M3 - Chapter (peer-reviewed)

    VL - 2

    SP - 453

    EP - 462

    BT - REEP

    ER -