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 present exa...

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Bibliographic Details
Main Authors: Hansen, Lars Peter (Author), Sargent, Thomas J. (Author)
Format: eBook
Language:English
Published: Princeton, New Jersey : Princeton University Press, [2014]
Series:Gorman lectures in economics.
Subjects:
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by Hansen, Lars Peter.
Published 2014
Book