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Recursive Models of Dynamic Linear Economies

apply competitive equilibria for a class of linear-quadratic-Gaussian dynamic economies with complete markets. Their book, based on the 2012;

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Recursive Models of Dynamic Linear Economies

dynamic optimization, dynamic estimation, and filtering. In Recursive Models of Dynamic Linear Economies, Lars Peter Hansen and Thomas Sargent use;

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Time Series Analysis

With a focus on analyzing and modeling linear dynamic systems using statistical methods, Time Series Analysis formulates various linear;

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Economic Dynamics in Discrete Time

A unified, comprehensive, and up-to-date introduction to the analytical and numerical tools for solving dynamic economic problems. This;

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Recursive Macroeconomic Theory

and public finance. Other new chapters cover such topics as how to formulate and compute Stackelberg or Ramsey plans in linear economies;

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Asset Pricing for Dynamic Economies

. Key features: * Provides a consistent framework for understanding dynamic economic models * Introduces key concepts in finance in a discrete;

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Asset Pricing for Dynamic Economies

. Key features: * Provides a consistent framework for understanding dynamic economic models * Introduces key concepts in finance in a discrete;

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Economic Dynamics in Discrete Time

A unified and comprehensive introduction to the analytical and numerical tools for solving dynamic economic problems; substantially revised;

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Recursive Macroeconomic Theory, Fourth Edition

, mixing tools and sample applications. Recursive methods provide powerful ways to pose and solve problems in dynamic macroeconomics. Recursive;

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Capital Theory Equilibrum Analysis and Recursive Utility

account of economic dynamics based on neoclassical growth theory.The book provides extensive coverage of optimal growth (including endogenous;

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Identification of Continuous-Time Systems

secondary stage of parameter estimation. In the primary stage, the measured signals are processed by a general linear dynamic operation;

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Dynamic Linear Economic Models

their applications in the construction and analysis of dynamic economic models. It explains the theory of linear difference equations and;

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Dynamic Linear Economic Models

their applications in the construction and analysis of dynamic economic models. It explains the theory of linear difference equations and;

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Dynamic General Equilibrium Modeling: Computational Methods and Applications

Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. In order to solve these models;

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Dynamic General Equilibrium Modelling

Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. In order to solve these models;

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The Theory of Linear Economic Models

of two-person games; static and dynamic theories of linear exchange models, including problems of equilibrium prices and dynamic stability; and;

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Bayesian Analysis of Linear Models

models and models not generally studied by statisticianssuch as linear dynamic systems and changing parameter models ... and somethingpractical;

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Bayesian Analysis of Linear Models

models and models not generally studied by statisticianssuch as linear dynamic systems and changing parameter models ... and somethingpractical;

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Dynamic Linear Models with R

. After a detailed introduction to general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis;

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A First Course in Linear Model Theory

' study of advanced linear models, generalized linear models, nonlinear models, and dynamic models.;

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Advances on Iterative Procedures

introduced and discussed in a general framework. This book examines new results that find applications in engineering, in dynamic economic systems;

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Dynamic Macroeconomic Analysis

Dynamic stochastic general equilibrium (DSGE) models have begun to dominate the field of macroeconomic theory and policy-making. These;

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Dynamic Macroeconomic Analysis

Dynamic stochastic general equilibrium (DSGE) models have begun to dominate the field of macroeconomic theory and policy-making. These;

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Linear Models

An insightful approach to the analysis of variance in the study of linear models Linear Models explores the theory of linear models and the;

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Generalized Linear Models

This volume describes how to conceptualize, perform, and critique traditional generalized linear models (GLMs) from a Bayesian perspective;

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Dynamic Econometrics For Empirical Macroeconomic Modelling

For Masters and PhD students in EconomicsIn this textbook, the duality between the equilibrium concept used in dynamic economic theory and;

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Dynamic Econometrics For Empirical Macroeconomic Modelling

For Masters and PhD students in EconomicsIn this textbook, the duality between the equilibrium concept used in dynamic economic theory and;

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