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Maximum likelihood estimation of the nonlinear rational expectations asset pricing model

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Author Info
Miranda, Mario J.
Rui, Xiongwen

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File URL: http://www.sciencedirect.com/science/article/B6V85-3SWYBJD-B/2/85d76bca6c0c8237c67666ec17946181
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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 21 (1997)
Issue (Month): 8-9 (June)
Pages: 1493-1510
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Handle: RePEc:eee:dyncon:v:21:y:1997:i:8-9:p:1493-1510

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  1. Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2006. "Estimating Macroeconomic Models: A Likelihood Approach," NBER Technical Working Papers 0321, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Luca Pieroni & Matteo Ricciarelli, 2005. "Modelling Dynamic Storage Function in Commodity Markets:Theory and Evidence," Quaderni del Dipartimento di Economia, Finanza e Statistica 11/2005, Università di Perugia, Dipartimento Economia, Finanza e Statistica. [Downloadable!]
    Other versions:
  3. Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach," PIER Working Paper Archive 04-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
    Other versions:
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