Maximum likelihood estimation of the nonlinear rational expectations asset pricing model

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 1997

Volume: 21

Issue: 8-9

Pages: 1493-1510

Authors (2)

Miranda, Mario J. (Ohio State University) Rui, Xiongwen (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count