Structured ambiguity and model misspecification
type: Item
instance of: scholarly article
title: Structured ambiguity and model misspecification
zbMATH Open document ID: 1481.91060
author: Lars Peter Hansen
author: Thomas J. Sargent
published in: Journal of Economic Theory
publication date: 2022-01-18T00:00:00Z
Mathematics Subject Classification ID: 91B06
zbMATH DE Number: 7458527
zbMATH Keywords: ambiguity
zbMATH Keywords: misspecification
zbMATH Keywords: relative entropy
zbMATH Keywords: robustness
zbMATH Keywords: variational preferences
zbMATH Keywords: structured and unstructured models
MaRDI profile type: Publication
full work available at URL: j.jet.2020.105165
OpenAlex ID: W3114590106
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DOI: 10.1016/J.JET.2020.105165
description: scientific article; zbMATH DE number 7458527