Nearly 90% of Recursive Models of Dynamic Linear Economies was written between 1988 and 1994, and the remaining 10% was completed in 2012, after the authors, Thomas J. Sargent and Lars Peter ...

The problem of stable computation by forward and backward recursion on three-term, linear, nonhomogeneous recursion relations is outlined. The backward recursive theory is applied to integrals ...

A large class of useful multivariate recursive time series models and estimation methods has appeared in the engineering literature. Despite the interest and utility which this recursive work has when ...