Formulating and estimating continuous time rational expectations models
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Citations
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Cited by:
- Lo, Andrew W., 1988.
"Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data,"
Econometric Theory, Cambridge University Press, vol. 4(2), pages 231-247, August.
- Andrew W. Lo, "undated". "Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data," Rodney L. White Center for Financial Research Working Papers 15-86, Wharton School Rodney L. White Center for Financial Research.
- Andrew W. Lo, 1986. "Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data," NBER Technical Working Papers 0059, National Bureau of Economic Research, Inc.
- Christiano, Lawrence J & Eichenbaum, Martin & Marshall, David, 1991.
"The Permanent Income Hypothesis Revisited,"
Econometrica, Econometric Society, vol. 59(2), pages 397-423, March.
- Lawrence J. Christiano & Martin Eichenbaum & David Marshall, 1987. "The Permanent Income Hypothesis Revisited," NBER Working Papers 2209, National Bureau of Economic Research, Inc.
- Christiano, Lawrence J. & Eichenbaum, Martin, 1987.
"Temporal aggregation and structural inference in macroeconomics,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 26(1), pages 63-130, January.
- Lawrence J. Christiano & Martin S. Eichenbaum, 1986. "Temporal Aggregation and Structural Inference in Macroeconomics," NBER Technical Working Papers 0060, National Bureau of Economic Research, Inc.
- Lawrence J. Christiano & Martin S. Eichenbaum, 1987. "Temporal aggregation and structural inference in macroeconomics," Working Papers 306, Federal Reserve Bank of Minneapolis.
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