A note on maximum likelihood estimation of the rational expectations model of the term structure
暂无分享,去创建一个
[1] Thomas J. Sargent,et al. A Classical Macroeconometric Model for the United States , 1976, Journal of Political Economy.
[2] R. Lucas. Econometric policy evaluation: A critique , 1976 .
[3] G. T. Wilson. The Estimation of Parameters in Multivariate Time Series Models , 1973 .
[4] R. Shiller,et al. Inflation, Rational Expectations and the Term Structure of Interest Rates , 1973 .
[5] Richard Roll,et al. The Behavior of Interest Rates. , 1972 .
[6] Thomas J. Sargent,et al. Rational Expectations and the Term Structure of Interest Rates , 1972 .
[7] R. Shiller. Rational expectations and the structure of interest rates. , 1972 .
[8] C. Sims. Money, Income, and Causality , 1972 .
[9] C. Granger. Investigating causal relations by econometric models and cross-spectral methods , 1969 .