Narrow search
Showing 1 - 10 of 89
Cover Image
Model uncertainty and robustness
In: Journal of economic theory 128 (2006) 1, pp. 1-163
Persistent link: https://www.econbiz.de/10003335319
Cover Image
Introduction to model uncertainty and robustness
Hansen, Lars Peter; Maenhout, Pascal J.; Rustichini, Aldo; … - In: Journal of economic theory 128 (2006) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10003335321
Cover Image
Robust control and model misspecification
Hansen, Lars Peter; Sargent, Thomas J.; Turmuhambetova, … - In: Journal of economic theory 128 (2006) 1, pp. 45-90
Persistent link: https://www.econbiz.de/10003335327
Cover Image
Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium
Maenhout, Pascal J. - In: Journal of economic theory 128 (2006) 1, pp. 136-163
Persistent link: https://www.econbiz.de/10003335332
Cover Image
Methods for robust control
Dennis, Richard J.; Leitemo, Kai; Söderström, Ulf - In: Journal of economic dynamics & control 33 (2009) 8, pp. 1604-1616
Persistent link: https://www.econbiz.de/10003861081
Cover Image
Doubts or variability?
Barillas, Francisco; Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of economic theory 144 (2009) 6, pp. 2388-2418
Persistent link: https://www.econbiz.de/10003938058
Cover Image
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, … - 2010
Persistent link: https://www.econbiz.de/10003959801
Cover Image
Modelling energy spot prices by Lévy semistationary processes
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, … - 2010
Persistent link: https://www.econbiz.de/10003959807
Cover Image
The model confidence set
Hansen, Peter Reinhard; Lunde, Asger; Nason, James Michael - 2010
Persistent link: https://www.econbiz.de/10008780026
Cover Image
Intrinsic heterogeneity in expectation formation
Branch, William A.; Evans, George W. - In: Journal of economic theory 127 (2006) 1, pp. 264-295
Persistent link: https://www.econbiz.de/10003300590