Библиографический источник

Uncertainty within economic models

L. P. Hansen, T. J. Sargent

Заглавие:

Uncertainty within economic models

Автор:
Место издания:

Singapore

Издатель:

World Scientific

Дата издания:
Объём:

454 p.

Серия:

World Scientific series in economic theory ; 6

ISBN:

9789814578110

Сведения о содержании:

Introduction; Discounted 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 Beliefs and the Price of Uncertainty; Beliefs, Doubts and Learning: Valuing Macroeconomic Risk; Three Types of Ambiguity.

Язык текста:

Английский

Дата публикации:
Дата публикации: