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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Main Authors: | , |
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Format: | eBook |
Language: | English |
Published: |
Princeton, New Jersey :
Princeton University Press,
[2014]
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Series: | Gorman lectures in economics.
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Subjects: | |
Online Access: | CONNECT CONNECT |