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Recursive Models of Dynamic Linear Economies

Recursive Models of Dynamic Linear Economies

Lars Peter HansenThomas J SargentEkonomi & ledarskap
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 tracta...
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ISBN9780691042770
Språksv

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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 tracta...

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