Identification of continuous time rational expectations models from discrete time data
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- Lars Peter Hansen & Thomas J. Sargent, 1982. "Formulating and estimating continuous time rational expectations models," Staff Report 75, Federal Reserve Bank of Minneapolis.
- Hansen, Lars Peter & Sargent, Thomas J, 1983.
"The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities,"
Econometric Society, vol. 51(2), pages 377-387, March.
- Lars Peter Hansen & Thomas J. Sargent, 1981. "The dimensionality of the aliasing problem in models with rational spectral densities," Staff Report 72, Federal Reserve Bank of Minneapolis.
- Jon Faust & John S. Irons, 1996. "Money, politics and the post-war business cycle," International Finance Discussion Papers 572, Board of Governors of the Federal Reserve System (U.S.).
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2002-03-14 (All new papers)
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