The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
A note on maximum likelihood estimation of the rational expectations model of the term structure
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Citations
Cites
Investigating causal relations by econometric models and cross-spectral methods
Granger, C. W. J. (1969) · Econometrica · doi:10.2307/1912791 · Cited by 22,989
Cited by
Stock Prices, Earnings, and Expected Dividends
Campbell, J., & Shiller, R. (1988) · Digital Access to Scholarship at Harvard (DASH) (Harvard University) · doi:10.2307/2328190 · Cited by 2,380
Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots
Campbell, J. Y., & Perron, P. (1991) · NBER Macroeconomics Annual · doi:10.1086/654163 · Cited by 1,255
Ang, A., & Piazzesi, M. (1999) · SSRN Electronic Journal · doi:10.2139/ssrn.194748 · Cited by 543
Financial Markets and the Real Economy
Cochrane, J. H. (2008) · Handbook of the Equity Risk Premium · doi:10.1016/b978-044450899-7.50014-2 · Cited by 543
Metadata
- Authors
- Sargent, T. J.
- Venue
- Journal of Monetary Economics
- Publisher
- Elsevier BV
- Published
- 1979-01
- Volume
- 5
- Issue
- 1
- Pages
- 133-143
- ISSN
- 0304-3932 (ISSN-L)
- OpenAlex
- W2048624795
- Cited by
- 188
- References
- 1
- FWCI
- 22.45
- Type
- journal article
- Language
- en
- Open access
- gold
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- CoChat. (2026). Citation check: A note on maximum likelihood estimation of the rational expectations model of the term structure. https://app.cochat.ai/papers/10.1016/0304-3932(79)90029-1
- The paper
- Sargent, T. J. (1979). A note on maximum likelihood estimation of the rational expectations model of the term structure. Journal of Monetary Economics. https://doi.org/10.1016/0304-3932(79)90029-1
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
