Rational expectations econometrics
Auteur :
Hansen, Lars Peter / Sargent, Thomas
Éditeur :
Taylor & Francis Ltd
ISBN :
9780367285012
Date de publication :
9 sept. 2019
Dimensions :
24,1 x 15,2 cm
Poids :
720 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This volume consists of work by two rational expectations pioneers dealing with the "nuts and bolts" problems of modelling the complications introduced by rational expectations. Each paper deals with aspects of the problem of making inferences about parameters of a dynamic economic model on the basis of time series observations.