Maximum likelihood estimation of the nonlinear rational expectations asset pricing model

Journal of Economic Dynamics and Control

Volumn 21, Issue 8-9, 1997, Pages 1493-1510

  Miranda, Mario J ^a   Rui, Xiongwen ^b  

^a OHIO STATE UNIVERSITY   (United States)

^b AMERICAN EXPRESS   (United States)

Author keywords

Maximum likelihood; Nonlinear rational expectations models; Numerical methods

Indexed keywords

EID: 0031590030     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(97)00037-7     Document Type: Article

References (12)

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