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Robust inference for moment condition models without rational expectations - MaRDI portal

Robust inference for moment condition models without rational expectations (Q6600028)

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scientific article; zbMATH DE number 7908587
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English
Robust inference for moment condition models without rational expectations
scientific article; zbMATH DE number 7908587

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    Robust inference for moment condition models without rational expectations (English)
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    6 September 2024
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    subjective beliefs
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    bounded rationality
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    misspecification sets
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    nonlinear expectation
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    divergence
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    Lagrange multipliers
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    stochastic dual programming
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    confidence sets
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