Maximum likelihood estimation of the nonlinear rational expectations asset pricing model
type: Item
instance of: scholarly article
title: Maximum likelihood estimation of the nonlinear rational expectations asset pricing model
zbMATH Open document ID: 0901.90050
DOI: 10.1016/S0165-1889(97)00037-7
author: Mario J. Miranda
author: Xiongwen Rui
publication date: 1998-07-22T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 1178027
zbMATH Keywords: numerical methods
zbMATH Keywords: nonlinear rational expectations models
zbMATH Keywords: maximum likelihood
describes a project that uses: NPSOL
MaRDI profile type: Publication
cites work: Q3996272
cites work: Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
cites work: Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
cites work: Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
cites work: Projection methods for solving aggregate growth models
cites work: Asset Prices in an Exchange Economy
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 1178027