Lars Peter Hansen: 2 books
by Lars Peter Hansen, Thomas J. Sargent
Language: English
Release Date: December 29, 2013
Language: English
Release Date: December 29, 2013
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 of prices and quantities. They present examples...
by Lars Peter Hansen, Thomas J Sargent
Language: English
Release Date: September 9, 2014
Language: English
Release Date: September 9, 2014
Written by Lars Peter Hansen (Nobel Laureate in Economics, 2013) and Thomas Sargent (Nobel Laureate in Economics, 2011), Uncertainty within Economic Models includes articles adapting and applying robust control theory to problems in economics and finance. This book extends rational expectations models...