Risk, ambiguity, and misspecification : decision theory, robust control, and statistics
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
|
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 |
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Structured ambiguity and model misspecification
Hansen, Lars Peter, (2022)
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Chapter 20. Wanting Robustness in Macroeconomics
Hansen, Lars Peter, (2010)
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On modeling ambiguity through entropy
Aggarwal, Manish, (2023)
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Robust permanent income and pricing
Hansen, Lars Peter, (1999)
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Instrumental variables procedures for estimating linear rational expectations models
Hansen, Lars Peter, (1981)
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Rational expectations models and the aliasing phenomenon
Hansen, Lars Peter, (1980)
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