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

Staff Report 26 | Published January 1, 1978

Author

photo of Thomas J. Sargent

Thomas J. Sargent New York University and Hoover Institution

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

Abstract

No abstract available.

DOI: https://doi.org/10.21034/sr.26

Published in: _Journal of Monetary Economics_ (Vol. 5, No. 1, January 1979, pp. 133-143) https://doi.org/10.1016/0304-3932(79)90029-1.

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