Structured ambiguity and model misspecification
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Publication:2067388
DOI10.1016/j.jet.2020.105165zbMath1481.91060OpenAlexW3114590106MaRDI QIDQ2067388
Thomas J. Sargent, Lars Peter Hansen
Publication date: 18 January 2022
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2020.105165
robustnessrelative entropyambiguitymisspecificationvariational preferencesstructured and unstructured models
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