Structured ambiguity and model misspecification
Lars Peter Hansen, Thomas J. Sargent
| Year of publication: |
2022
|
|---|---|
| Authors: | Hansen, Lars Peter ; Sargent, Thomas J. |
| Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 199.2022, p. 1-32
|
| Subject: | Ambiguity | Robustness | Misspecification | Relative entropy | Structured and unstructured models | Variational preferences | Entropie | Entropy | Modellierung | Scientific modelling | Entscheidung unter Unsicherheit | Decision under uncertainty | Robustes Verfahren | Robust statistics | Präferenztheorie | Theory of preferences | Erwartungsnutzen | Expected utility | Entscheidungstheorie | Decision theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jet.2020.105165 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013193315