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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Bibliographic Details
Main Authors: Hansen, Lars Peter (Author), Sargent, Thomas J. (Author)
Format: eBook
Published: Princeton : Princeton University Press, 2017.
Series:Gorman lectures in economics.
Online Access:CONNECT