Recursive Models of Dynamic Linear Economies
Lars Peter Hansen, Thomas J. Sargent
Princeton University Press, 2018
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A guide to the economic modeling of household preferences, from two leaders in the fieldA 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
- ISBN-13
- 9780691180731
- ISBN-10
- 0691180733
- Publisher
- Princeton University Press
- Year
- 2018
- Publication date
- 2018-07-10
- Pages
- 424
- Dimensions
- 180x284x29
- Weight
- 738