Recursive models of dynamic linear economies
Auteur :
Hansen, Lars Peter / Sargent, Thomas J.
Éditeur :
Princeton University Press
ISBN :
9780691180731
Date de publication :
10 juil. 2018
Dimensions :
25,4 x 17,8 cm
Poids :
726 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
USA
A guide to the economic modeling of household preferences, from two leaders in the field 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