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

Mapping Intimacies ◽

10.21034/sr.26 ◽

1978 ◽

Author(s):

Thomas J. Sargent

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Term Structure ◽

Rational Expectations ◽

Likelihood Estimation

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A note on maximum likelihood estimation of the rational expectations model of the term structure

Journal of Monetary Economics ◽

10.1016/0304-3932(79)90029-1 ◽

1979 ◽

Vol 5 (1) ◽

pp. 133-143 ◽

Cited By ~ 109

Author(s):

Thomas J. Sargent

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Term Structure ◽

Rational Expectations ◽

Likelihood Estimation

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Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates

The Journal of Fixed Income ◽

10.3905/jfi.1993.408090 ◽

1993 ◽

Vol 3 (3) ◽

pp. 14-31 ◽

Cited By ~ 351

Author(s):

Ren-Raw Chen ◽

Louis Scott

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Interest Rates ◽

Term Structure ◽

Equilibrium Model ◽

Likelihood Estimation

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Maximum likelihood estimation of the nonlinear rational expectations asset pricing model

Journal of Economic Dynamics and Control ◽

10.1016/s0165-1889(97)00037-7 ◽

1997 ◽

Vol 21 (8-9) ◽

pp. 1493-1510 ◽

Cited By ~ 4

Author(s):

Mario J. Miranda ◽

Xiongwen Rui

Keyword(s):

Maximum Likelihood ◽

Asset Pricing ◽

Maximum Likelihood Estimation ◽

Rational Expectations ◽

Likelihood Estimation ◽

Pricing Model ◽

Asset Pricing Model

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Maximum Likelihood Estimation of Non-Linear Continuous-Time Term-Structure Models

SSRN Electronic Journal ◽

10.2139/ssrn.7669 ◽

1996 ◽

Cited By ~ 7

Author(s):

Peter Honore

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Term Structure ◽

Continuous Time ◽

Likelihood Estimation ◽

Term Structure Models ◽

Non Linear ◽

Time Term

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Bayesian Versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions

Operations Research Proceedings - Operations Research Proceedings 2005 ◽

10.1007/3-540-32539-5_80 ◽

2006 ◽

pp. 507-512 ◽

Cited By ~ 1

Author(s):

Manfred Frühwirth ◽

Paul Schneider ◽

Leopold Sögner

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Term Structure ◽

Likelihood Estimation ◽

Term Structure Models

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Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models

Econometrica ◽

10.2307/1912057 ◽

1983 ◽

Vol 51 (4) ◽

pp. 1169 ◽

Cited By ~ 266

Author(s):

Ray C. Fair ◽

John B. Taylor

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Rational Expectations ◽

Likelihood Estimation ◽

Nonlinear Rational Expectations Models

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Maximum Likelihood Estimation of Nonlinear Rational Expectations Models by Orthogonal Polynomial Projection Methods

Advances in Computational Economics - Computational Economic Systems ◽

10.1007/978-94-015-8743-3_10 ◽

1996 ◽

pp. 203-215 ◽

Cited By ~ 1

Author(s):

Mario J. Miranda

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Orthogonal Polynomial ◽

Rational Expectations ◽

Likelihood Estimation ◽

Projection Methods ◽

Nonlinear Rational Expectations Models

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Bayesian versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions

SSRN Electronic Journal ◽

10.2139/ssrn.780085 ◽

2005 ◽

Author(s):

Paul Georg Schneider ◽

Manfred Fruhwirth ◽

Leopold Sögner

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Term Structure ◽

Likelihood Estimation ◽

Term Structure Models

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SEQUENTIAL SAMPLING AND MAXIMUM LIKELIHOOD ESTIMATION

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917308548240 ◽

1973 ◽

Vol 1 (6) ◽

pp. 567-568

Author(s):

R. L. Sielken

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Sequential Sampling ◽

Likelihood Estimation

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Approximate Maximum Likelihood Estimation Using a 3D GNSS Simulator for Positioning in MP/NLOS Conditions

Proceedings of the 30th International Technical Meeting of The Satellite Division of the Institute of Navigation (ION GNSS+ 2017) ◽

10.33012/2017.15213 ◽

2017 ◽

Cited By ~ 2

Author(s):

Nabil Kbayer ◽

Mohamed Sahmoudi ◽

H�ctor Ortega ◽

C�dric Rouch

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Approximate Maximum Likelihood

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