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Model uncertainty, state uncertainty, and state-space models

Lou, Yulei; Nie, Jun; Young, Eric R. - 2012

Persistent link: https://www.econbiz.de/10009531017

Model uncertainty and intertemporal tax smoothing

Luo, Yulei; Nie, Jun; Young, Eric R. - In: Journal of economic dynamics & control 45 (2014), pp. 289-314

Persistent link: https://www.econbiz.de/10010474424

Production and inventory dynamics under ambiguity aversion

Luo, Yulei; Nie, Jun; Wang, Xiaowen; Young, Eric R. - 2021

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Ignorance, pervasive uncertainty and household finance

Luo, Yulei; Nie, Jun; Wang, Haijun - In: Journal of economic theory 199 (2022), pp. 1-34

Persistent link: https://www.econbiz.de/10013193347

Ignorance, uncertainty, and strategic consumption-portfolio decisions

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Persistent link: https://www.econbiz.de/10011763997

Model Uncertainty, State Uncertainty, and State-Space Models

Luo, Yulei - 2013

State-space models have been increasingly used to study macroeconomic and financial problems. A state-space representation consists of two equations, a measurement equation which links the observed variables to unobserved state variables and a transition equation describing the dynamics of the...

Persistent link: https://www.econbiz.de/10013091140