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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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Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Hansen, Lars Peter (Auteur), Sargent, Thomas J. (Auteur)
Format: Électronique eBook
Langue:Inglés
Publié: Princeton, New Jersey : Princeton University Press, [2014]
Collection:Gorman lectures in economics.
Sujets:
Accès en ligne:Texto completo