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On the distributional robustness of finite rational inattention models

Melo, Emerson - 2022

Persistent link: https://www.econbiz.de/10013332730

Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy

Onatski, Alexei; Stock, James H. - 2021

This paper examines monetary policy in Rudebusch and Svensson's (1999) two equation macroeconomic model when the policymaker recognizes that the model is an approximation and is uncertain about the quality of that approximation. It is argued that the minimax approach of robust control provides a...

Persistent link: https://www.econbiz.de/10013310544

Counterfactual sensitivity and robustness

Christensen, Tim; Connault, Benjamin - In: Econometrica : journal of the Econometric Society, an … 91 (2023) 1, pp. 263-298

Persistent link: https://www.econbiz.de/10014309654

Robust model misspecification and paradigm shifts

Ba, Cuimin - 2021 - This version: June 23, 2021

Persistent link: https://www.econbiz.de/10013206118

Symposium issue on ambiguity, robustness and model uncertainty

Sargent, Thomas J. (ed.); Siniscalchi, Marciano (ed.) - 2022

Persistent link: https://www.econbiz.de/10013192793

Symposium issue on ambiguity, robustness, and model uncertainty : editorial

Sargent, Thomas J.; Siniscalchi, Marciano - In: Journal of economic theory 199 (2022), pp. 1

Persistent link: https://www.econbiz.de/10013193709

A reliable ensemble forecasting modeling approach for complex time series with distributionally robust optimization

Yuan, Jiaxin; Li, Jianping; Hao, Jun - In: Computers & operations research : an international journal 173 (2025), pp. 1-18

Persistent link: https://www.econbiz.de/10015101622

Robustness

Hansen, Lars Peter; Sargent, Thomas J. - 2008

The authors adapt modern control theoretic techniques based on robust control theory to economic modelling and decision … entropy and in this sense the robust control theory is not only adapted but also extended in the book. The main issues … noncooperative game theory to solve the formulated decision making problems. The book is self-contained and rigorous and may be …

Persistent link: https://www.econbiz.de/10003539380

An algorithm for robust regression

Magee, Lonnie - 1991

Persistent link: https://www.econbiz.de/10000953010

Bounded-bias robust estimation in generalized linear latent variable models

Moustaki, Irini (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002431801