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Acknowledging misspecification in macroeconomic theory

Hansen, Lars Peter; Sargent, Thomas J. - In: Monetary and economic studies 19 (2001) S1, pp. 213-227

Persistent link: https://www.econbiz.de/10001553001

A quartet of semigroups for model specification, robustness, prices of risk, and model detection

Anderson, Ewan W.; Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of the European Economic Association 1 (2003) 1, pp. 68-123

Persistent link: https://www.econbiz.de/10001777218

Robustness and pricing with uncertain growth

Cagetti, Marco; Hansen, Lars Peter; Sargent, Thomas J.; … - In: The review of financial studies 15 (2002) 2, pp. 363-404

Persistent link: https://www.econbiz.de/10001688775

Discussion of "Robustness and pricing with uncertain growth"

Maenhout, Pascal J. - In: The review of financial studies 15 (2002) 2, pp. 405-411

Persistent link: https://www.econbiz.de/10001688782

Acknowledging misspecification in macroeconomic theory

Hansen, Lars Peter; Sargent, Thomas J. - In: Review of economic dynamics 4 (2001) 3, pp. 519-535

Persistent link: https://www.econbiz.de/10001643309

Chapter 20. Wanting Robustness in Macroeconomics

Hansen, Lars Peter; Sargent, Thomas J. - In: Handbook of monetary economics : volume 3, (pp. 1097-1157). 2010

Robust control theory is a tool for assessing decision rules when a decision maker distrusts either the specification of transition laws or the distribution of hidden state variables or both. Specification doubts inspire the decision maker to want a decision rule to work well for a ∅ of models...

Persistent link: https://www.econbiz.de/10014025622