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

Staff Report 26 | Published January 1, 1978

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photo of Thomas J. Sargent

Thomas J. Sargent Consultant

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

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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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