Risk, ambiguity, and misspecification : decision theory, robust control, and statistics
Lars Peter Hansen, Thomas J. Sargent
| Year of publication: |
2024
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|---|---|
| Authors: | Hansen, Lars Peter ; Sargent, Thomas J. |
| Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 39.2024, 6, p. 969-999
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| Subject: | ambiguity | deep uncertainty | misspecification | relative entropy | statistical divergence | variational preferences | Entropie | Entropy | Entscheidung unter Unsicherheit | Decision under uncertainty | Entscheidungstheorie | Decision theory | Robustes Verfahren | Robust statistics | Modellierung | Scientific modelling | Risikoaversion | Risk aversion | Risiko | Risk | Statistische Methodenlehre | Statistical theory | Erwartungsnutzen | Expected utility | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.3010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015156812