Rational Expectations Econometrics

Summary

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.

Product details

• Authors: Lars Peter Hansen, Lars Peter Sargent Hansen, Hansen Lars Peter, Thomas Sargent
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Hardback
• Released: 09.09.2019
• EAN: 9780367285012
• ISBN: 978-0-367-28501-2
• No. of pages: 294
• Subjects: Natural sciences, medicine, IT, technology > Mathematics; MATHEMATICS / General, Mathematics