Recursive models of dynamic linear economies /
A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. In 'Recursive Models of Dynamic Linear Economies', Lars Peter Hansen and Thomas Sargent use these tools to create a class of econometrically tractable models of prices and quantities. They...
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| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Princeton :
Princeton University Press,
2017.
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| Series: | Gorman lectures in economics.
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| Subjects: | |
| Online Access: | CONNECT CONNECT |
