Author:
Hansen Lars Peter,Szőke Bálint,Han Lloyd S.,Sargent Thomas J.
Subject
Applied Mathematics,Economics and Econometrics
Reference35 articles.
1. A quartet of semigroups for model specification, robustness, prices of risk, and model detection;Anderson;J. Eur. Econom. Assoc.,2003
2. A no-arbitrage vector autoregression of the term structure dynamics with macroeconomic and latent variables;Ang;J. Monetary Econ.,2003
3. Doubts, Asymmetries, and Insurance;Bhandari,2014
4. A canonical analysis of multiple time series;Box;Biometrika,1977
5. Optimal expectations;Brunnermeier;Amer. Econ. Rev.,2005
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Estimating robustness;Journal of Economic Theory;2022-01
2. Structured ambiguity and model misspecification;Journal of Economic Theory;2022-01
3. Lars Peter Hansen (1952–);The Palgrave Companion to Chicago Economics;2022
4. Macroeconomic uncertainty prices when beliefs are tenuous;Journal of Econometrics;2021-07
5. Robustness and Dynamic Sentiment;SSRN Electronic Journal;2021