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Dynamic Concern for Misspecification · Study

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PreprintDynamic Concern for Misspecification

Giacomo Lanzani2023

OA

Preprintgreen2023

Dynamic Concern for Misspecification

Giacomo Lanzani

13 citations·0/0 files stored·SSRN Electronic Journal

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Decision-Making and Behavioral Economics Game Theory and Applications Economic theories and models

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References

1978Specification Tests in Econometrics 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*1989Maxmin expected utility with non-unique prior 1971Belief in the law of small numbers.2005Time Varying Structural Vector Autoregressions and Monetary Policy 1982Aggregate Demand Management in Search Equilibrium 2005A Smooth Model of Decision Making under Ambiguity 1970UTILITY THEORY FOR DECISION MAKING

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2025Dynamic Concern for Misspecificationarticle · 25 shared references 2016Ambiguity and the Bayesian Paradigmchapter · 11 shared references 2010Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literaturepreprint · 11 shared references 2020Making Decisions Under Model Misspecificationarticle · 11 shared references 2023Three Layers of Uncertaintyarticle · 11 shared references 2014Ambiguity and Ambiguity Aversionchapter · 10 shared references

Details

Year2023

Typepreprint

Published2023-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations13

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.2139/ssrn.4454504

openalex_workW4378213201

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