Robust inference for moment condition models without rational expectations
Xiaohong Chen, Lars Peter Hansen, Peter G. Hansen
| Year of publication: |
2024
|
|---|---|
| Authors: | Chen, Xiaohong ; Hansen, Lars Peter ; Hansen, Peter G. |
| Subject: | Bounded rationality | Confidence sets | Divergence | Lagrange multipliers | Misspecification sets | Nonlinear expectation | Stochastic dual programming | Subjective beliefs | Rationale Erwartung | Rational expectations | Begrenzte Rationalität | Erwartungsbildung | Expectation formation | Schätztheorie | Estimation theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.105653 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015075243