Maximum likelihood estimation of the nonlinear rational expectations asset pricing model
Mario J. Miranda ; Xiongwen Rui
| Year of publication: |
1997
|
|---|---|
| Authors: | Miranda, Mario J. |
| Other Persons: | Rui, Xiongwen (contributor) |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 21.1997, 8, p. 1493-1510
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| Subject: | CAPM | Rationale Erwartung | Rational expectations | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001222034