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Robust Bayesian analysis for econometrics

Giacomini, Raffaella; Kitagawa, Toru; Read, Matthew - 2021 - This draft: 23 Aug 2021

We review the literature on robust Bayesian analysis as a tool for global sensitivity analysis and for statistical decision-making under ambiguity. We discuss the methods proposed in the literature, including the different ways of constructing the set of priors that are the key input of the...

Persistent link: https://www.econbiz.de/10012607980

Robust Bayesian analysis for econometrics

Giacomini, Raffaella; Kitagawa, Toru; Read, Matthew - 2021

Persistent link: https://www.econbiz.de/10012609647

Stochastic dominance in regret theory

Quiggin, John C. - In: The review of economic studies 57 (1990) 3, pp. 503-511

Persistent link: https://www.econbiz.de/10001088949

Regret theory with general choice sets

Quiggin, John C. - In: Journal of risk and uncertainty : JRU 8 (1994) 2, pp. 153-165

Persistent link: https://www.econbiz.de/10001168918

Uncertainty and climate change policy

Quiggin, John C. - In: Economic analysis and policy 38 (2008) 2, pp. 203-210

Persistent link: https://www.econbiz.de/10003974081

Dynamic awareness and zero probability beliefs

Quiggin, John C. - In: Theory and decision : an international journal for … 83 (2017) 3, pp. 309-313

Persistent link: https://www.econbiz.de/10011781775

Production under uncertainty and choice under uncertainty in the emergence of generalized expected utility theory

Quiggin, John C. - In: Theory and decision : an international journal for … 92 (2022) 3/4, pp. 717-729

Persistent link: https://www.econbiz.de/10013192430

Seven types of ambiguity

Quiggin, John C. - 2023

Persistent link: https://www.econbiz.de/10014468925

Risk premiums and benefit measures for generalized-expected-utility theories

Quiggin, John C.; Chambers, Robert G. - In: Journal of risk and uncertainty : JRU 17 (1998) 2, pp. 121-137

Persistent link: https://www.econbiz.de/10001391063

A model-free definition of increasing uncertainty

Grant, Simon (contributor); Quiggin, John C. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001623267

A service of the