Identification of Continuous Time Rational Expectations Models From Discrete Time Data

Thomas Sargent, L.P. Hansen

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review

Original language	English (US)
Title of host publication	Rational Expectations Econometrics
Editors	Lars Peter Hansen, Thomas J. Sargent
Publisher	Westview Press
State	Published - 1991

Cite this

@inbook{2e7757861c16428e9ae770b66084427a,

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",

publisher = "Westview Press",

}