Recursive Models of Dynamic Linear Economies

Recursive Models of Dynamic Linear EconomiesAuthor: Lars Peter Hansen ISBN: 9780691180731 Publisher: Princeton University Press Year first published: 18 Sep 2018 Pages: 424 Format: Paperback softback 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

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