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Robust estimation and control under commitment · Study

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ArticleRobust estimation and control under commitment

Lars Peter Hansen2005

Article2005

Robust estimation and control under commitment

Lars Peter Hansen · Thomas J. Sargent

120 citations·0/0 files stored·Journal of Economic Theory

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Game Theory and Applications Stochastic processes and financial applications Adaptive Dynamic Programming Control

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References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1982Selection and the Evolution of Industry 1985CHAPMAN AND HALL 1979Job Matching and the Theory of Turnover 1955Theory of Games and Statistical Decisions.1987The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models 2003Recursive multiple-priors 2003A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection

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2009Doubts or variability?2010Ambiguity Shifts and the 2007-2008 Financial Crisis 2018Uncertainty Aversion and Systemic Risk 2016Sovereign Default Risk and Uncertainty Premia 2016Robustly Strategic Consumption–Portfolio Rules with Informational Frictions 2015Robust Multiarmed Bandit Problems 2014

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Details

Year2005

Typearticle

Published2005-09-29

VenueJournal of Economic Theory

ISSN-L0022-0531

Languageen

Citations120

Files0 public / 0

ShelfGame Theory and Applications

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doi10.1016/j.jet.2005.06.006

openalex_workW2148668590

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Monetary policy, doubts and asset prices

2012International Portfolio Allocation under Model Uncertainty