Robust permanent income and pricing with filtering
Lars Peter Hansen; Thomas J. Sargent; Neng E. Wang
| Year of publication: |
2002
|
|---|---|
| Authors: | Hansen, Lars Peter ; Sargent, Thomas J. ; Wang, Neng E. |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 6.2002, 1, p. 40-84
|
| Subject: | CAPM | Entscheidungstheorie | Decision theory | Kontrolltheorie | Control theory | Stochastisches Wachstumsmodell | Stochastic growth model | Zeitreihenanalyse | Time series analysis | USA | United States | Zustandsraummodell | State space model | 1970-1996 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Macroeconomic dynamics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001659466