Bibliograph

Uncertainty within economic models, Lars Peter Hansen, Thomas J Sargent

Type

Label

Uncertainty within economic models, Lars Peter Hansen, Thomas J Sargent

Language

eng

Bibliography note

Includes bibliographical references (pages 431-445) and index

Illustrations

illustrations

Index

index present

Literary Form

non fiction

Main title

Uncertainty within economic models

Nature of contents

bibliography

Oclc number

862958309

Responsibility statement

Lars Peter Hansen, Thomas J Sargent

Series statement

World Scientific series in economic theory, ol. 6

Table Of Contents

Introduction -- Discounted linear exponential quadratic Gaussian control -- Robust permanent income and pricing -- A quartet of semigroups for model specification, robustness, prices of risk, and model detection -- Robust control and model uncertainty -- Robust control and model misspecification -- Doubts or variability? -- Robust estimation and control without commitment -- Fragile belifs and the price of uncertainty -- Beliefs, doubts and learning: valuing macroeconomic risk -- Three types of ambiguity

Contributor