Estimating robustness
From MaRDI portal
Publication:2067408
DOI10.1016/J.JET.2021.105225zbMath1481.91151OpenAlexW4229499546MaRDI QIDQ2067408
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.2021.105225
Sensitivity (robustness) (93B35) Statistical methods; economic indices and measures (91B82) Consumer behavior, demand theory (91B42)
Related Items (1)
Cites Work
- Unnamed Item
- Handbook of economic forecasting. Volume 1
- Maxmin expected utility with non-unique prior
- Recursive multiple-priors.
- Robust control and recursive utility
- Macroeconomic uncertainty prices when beliefs are tenuous
- Structured ambiguity and model misspecification
- Twisted probabilities, uncertainty, and prices
- Recursive robust estimation and control without commitment
- Robust control and model misspecification
- Doubts or variability?
- Fragile beliefs and the price of uncertainty
- Long-Term Risk: An Operator Approach
- Stochastic Differential Utility
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- Asset Prices in an Exchange Economy
- A YIELD‐FACTOR MODEL OF INTEREST RATES
- Minimax optimal control of stochastic uncertain systems with relative entropy constraints
- A DEFENSE OF THE FOMC*
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Robust Permanent Income and Pricing
- Robustness
This page was built for publication: Estimating robustness
