Rational expectations econometrics
By: Lars Peter Hansen and Thomas J. Sargent, with contributions by John Heaton, Albert Marcet, and William Roberds.
Contributors: Sargent, Thomas J.
Series: Underground classics in economics
Publisher: Westview Press
Published: 1991
Place of publication: Boulder
Language: eng
Number of pages: 293
Subjects: Rational expectations (Economic theory); Econometrics.
Notes: Includes bibliographical references (p. 283-293).