A note on maximum likelihood estimation of the rational expectations model of the term structure

A-Tier
Journal: Journal of Monetary Economics
Year: 1979
Volume: 5
Issue: 1
Pages: 133-143

Authors (1)

Sargent, Thomas J. (Hoover Institution on War Revo...)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:moneco:v:5:y:1979:i:1:p:133-143
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29