Uncertainty within Economic Models

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Uncertainty within Economic Models is a collection of papers adapting and applying robust control theory to problems in economics and finance. This book extends rational expectations models by including agents who doubt their models and adopt precautionary decisions designed to protect themselves from adverse consequences of model misspecification. This behavior has consequences for what are ordinarily interpreted as market prices of risk, but big parts of which should actually be interpreted as market prices of model uncertainty. The chapters discuss ways of calibrating agents' fears of model misspecification in quantitative contexts.

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(World Scientific Series in Economic Theory) Lars Peter Hansen, Thomas J Sargent.pdf (3.13 MB, 需要: 5 个论坛币)

2014-10-11 22:34:45 上传

Uncertainty within Economic Models
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• Series: World Scientific Series in Economic Theory
• Hardcover: 450 pages
• Publisher: World Scientific Publishing Company; 1 edition (September 30, 2014)
• Language: English
• ISBN-10: 9814578118
• ISBN-13: 978-9814578110
• http://www.amazon.com/Uncertainty-within-Economic-Models-Scientific/dp/9814578118/ref=sr_1_1?ie=UTF8&qid=1413037823&sr=8-1&keywords=Uncertainty+within+Economic+Models
  

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关键词：uncertainty Uncertain certainty Economic Certain within collection themselves including actually

Uncertainty within Economic Models

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好东西~~~~~~~~·

大家开心 发表于 2014-10-11 22:35
Uncertainty within Economic Models is a collection of papers adapting and applying robust control th ...

好东西，谢谢分享

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Uncertainty within Economic Models

经济大牛的著作

好书，支持一下