Robust inference for moment condition models without rational expectations

DOI10.1016/j.jeconom.2023.105653WikidataQ129378962 ScholiaQ129378962MaRDI QIDQ6600028

Xiaohong Chen, Lars Peter Hansen, Peter G. Hansen

Publication date: 6 September 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

Lagrange multipliersdivergencebounded rationalityconfidence setsnonlinear expectationsubjective beliefsmisspecification setsstochastic dual programming

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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