Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models

Ray C. Fair; John B. Taylor

doi:10.2307/1912057

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

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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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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Constrained Maximum Likelihood Estimation of Initial Population Statistics from an Ensemble of Kalman Smoother Estimates

10.23919/acc.1983.4788083 ◽

1983 ◽

Cited By ~ 1

Author(s):

David R. Haley ◽

David W. Porter ◽

William S. Levine

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Initial Population ◽

Population Statistics ◽

Kalman Smoother ◽

Constrained Maximum Likelihood Estimation ◽

Constrained Maximum Likelihood

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Restricted Maximum Likelihood Estimation of Heritabilities for Carcass Traits in the Base and Current Populations of Japanese Black Cattle

Nihon Chikusan Gakkaiho ◽

10.2508/chikusan.65.720 ◽

1994 ◽

Vol 65 (8) ◽

pp. 720-725 ◽

Cited By ~ 2

Author(s):

Kazuyuki MORIYA ◽

Taiji DOHOGO ◽

Yoshiyuki SASAKI

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Carcass Traits ◽

Likelihood Estimation ◽

Restricted Maximum Likelihood ◽

Japanese Black Cattle ◽

Restricted Maximum Likelihood Estimation

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Low order equivalent models of highly augmented aircraft determined from flight data using maximum likelihood estimation

10.2514/6.1980-1627 ◽

1980 ◽

Cited By ~ 2

Author(s):

M. SHAFER

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Flight Data ◽

Equivalent Models ◽

Low Order

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Robust Image Recognition Algorithm of Maximum Likelihood Estimation Sparse Representation Based on Class-related Neighbors Subspace

ACTA AUTOMATICA SINICA ◽

10.3724/sp.j.1004.2012.01420 ◽

2012 ◽

Vol 38 (9) ◽

pp. 1420

Author(s):

Zheng-Ping HU ◽

Shu-Fen SONG

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Sparse Representation ◽

Image Recognition ◽

Likelihood Estimation ◽

Recognition Algorithm ◽

Robust Image

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