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

Thomas J. Sargent

    Research output: Contribution to journalArticle

    Original languageEnglish (US)
    Pages (from-to)133-143
    Number of pages11
    JournalJournal of Monetary Economics
    Volume5
    Issue number1
    DOIs
    StatePublished - Jan 1979

    ASJC Scopus subject areas

    • Finance
    • Economics and Econometrics

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