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Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models

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Author Info
Ray C. Fair () (Cowles Foundation, Yale University)
John B. Taylor

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Paper provided by Cowles Foundation, Yale University in its series Cowles Foundation Discussion Papers with number 564.

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Length: 41 pages
Date of creation: 1980
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Publication status: Published in Econometrica (July 1983), 51(4): 1169-1183
Handle: RePEc:cwl:cwldpp:564

Note: CFP 575.
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Postal: Yale University, Box 208281, New Haven, CT 06520-8281 USA
Phone: (203) 432-3702
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Web page: http://cowles.econ.yale.edu/
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Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Lucas, Robert E, Jr & Prescott, Edward C, 1971. "Investment Under Uncertainty," Econometrica, Econometric Society, vol. 39(5), pages 659-81, September. [Downloadable!] (restricted)
  2. Wallis, Kenneth F, 1980. "Econometric Implications of the Rational Expectations Hypothesis," Econometrica, Econometric Society, vol. 48(1), pages 49-73, January. [Downloadable!] (restricted)
  3. Thomas J. Sargent, 1980. "Interpreting economic time series," Staff Report 58, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  4. Hansen, Lars Peter & Sargent, Thomas J., 1980. "Formulating and estimating dynamic linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 2(1), pages 7-46, May. [Downloadable!] (restricted)
    Other versions:
  5. Chow, Gregory C., 1980. "Estimation of rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 2(1), pages 241-255, May. [Downloadable!] (restricted)
  6. Taylor, John B, 1977. "Conditions for Unique Solutions in Stochastic Macroeconomic Models with Rational Expectations," Econometrica, Econometric Society, vol. 45(6), pages 1377-85, September. [Downloadable!] (restricted)
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This item has more than 25 citations. To prevent cluttering this page, these citations are listed on a separate page.
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