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About this product
- Author(s)Lars Peter Hansen,Thomas J. Sargent
- PublisherWorld Scientific Publishing Co Pte Ltd
- Date of Publication05/11/2014
- GenreEconomics: Textbooks & Study Guides
- Series TitleWorld Scientific Series In Economic Theory
- Series Part/Volume Number6
- Place of PublicationSingapore
- Country of PublicationSingapore
- ImprintWorld Scientific Publishing Co Pte Ltd
- Table Of ContentsIntroduction; 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.
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