Uncertainty within Economic Models

DOI10.1142/9028zbMath1306.91002OpenAlexW1503391210MaRDI QIDQ2868743

Thomas J. Sargent, Lars Peter Hansen

Publication date: 19 December 2013

Published in: World Scientific Series in Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9028

zbMATH Keywords

robust controlmodel uncertaintyrobust estimationGaussian controlprices of riskrobust permanent incometypes of ambiguityvaluing marcoeconomic risk

Mathematics Subject Classification ID

Application models in control theory (93C95) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Linear-quadratic optimal control problems (49N10) Mathematical economics (91B99) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Directed attention and nonparametric learning

This page was built for publication: Uncertainty within Economic Models