Identification of Continuous Time Rational Expectations Models From Discrete Time Data

Thomas Sargent, L.P. Hansen

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

    Original languageEnglish (US)
    Title of host publicationRational Expectations Econometrics
    EditorsLars Peter Hansen, Thomas J. Sargent
    PublisherWestview Press
    StatePublished - 1991

    Cite this

    Sargent, T., & Hansen, L. P. (1991). Identification of Continuous Time Rational Expectations Models From Discrete Time Data. In L. P. Hansen, & T. J. Sargent (Eds.), Rational Expectations Econometrics Westview Press.

    Identification of Continuous Time Rational Expectations Models From Discrete Time Data. / Sargent, Thomas; Hansen, L.P. .

    Rational Expectations Econometrics. ed. / Lars Peter Hansen; Thomas J. Sargent. Westview Press, 1991.

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

    Sargent, T & Hansen, LP 1991, Identification of Continuous Time Rational Expectations Models From Discrete Time Data. in LP Hansen & TJ Sargent (eds), Rational Expectations Econometrics. Westview Press.
    Sargent T, Hansen LP. Identification of Continuous Time Rational Expectations Models From Discrete Time Data. In Hansen LP, Sargent TJ, editors, Rational Expectations Econometrics. Westview Press. 1991
    Sargent, Thomas ; Hansen, L.P. . / Identification of Continuous Time Rational Expectations Models From Discrete Time Data. Rational Expectations Econometrics. editor / Lars Peter Hansen ; Thomas J. Sargent. Westview Press, 1991.
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    title = "Identification of Continuous Time Rational Expectations Models From Discrete Time Data",
    author = "Thomas Sargent and L.P. Hansen",
    year = "1991",
    language = "English (US)",
    editor = "Hansen, {Lars Peter } and Sargent, {Thomas J. }",
    booktitle = "Rational Expectations Econometrics",
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    TY - CHAP

    T1 - Identification of Continuous Time Rational Expectations Models From Discrete Time Data

    AU - Sargent, Thomas

    AU - Hansen, L.P.

    PY - 1991

    Y1 - 1991

    M3 - Chapter (peer-reviewed)

    BT - Rational Expectations Econometrics

    A2 - Hansen, Lars Peter

    A2 - Sargent, Thomas J.

    PB - Westview Press

    ER -