Uncertainty Within Economic Models

ISBN: 9789814578110 出版年：2014 页码：483 Lars Peter Hansen World Scientific Publishing Company

Introduction Discounted Exponential Quadratic Gaussian Control Robust Permanent Income and Pricing A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection Robust Control and Model Uncertainty Robust Control and Model Misspecification Doubts or Variability? Robust Estimation and Control without Commitment Fragile Beliefs and the Price of Uncertainty Beliefs, Doubts and Learning: Valuing Macroeconomic Risk Three Types of Ambiguity.