Introduction to model uncertainty and robustness

Lars Peter Hansen; Pascal Maenhout; Aldo Rustichini; Thomas J. Sargent; Marciano M. Siniscalchi

doi:10.1016/j.jet.2006.03.009

Introduction to model uncertainty and robustness

Lars Peter Hansen
, Pascal Maenhout
, Aldo Rustichini
, Thomas J. Sargent
, Marciano M. Siniscalchi

Economics (Twin Cities)

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

This article introduces the symposium on model uncertainty and robustness.

Original language	English (US)
Pages (from-to)	1-3
Number of pages	3
Journal	Journal of Economic Theory
Volume	128
Issue number	1
DOIs	https://doi.org/10.1016/j.jet.2006.03.009
State	Published - May 2006

Keywords

Ambiguity
Model uncertainty
Robust control preferences
Robustness
Time consistent preferences

Publisher link

10.1016/j.jet.2006.03.009

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@article{340e78076fae49d2be6115bcb7bab24f,

title = "Introduction to model uncertainty and robustness",

abstract = "This article introduces the symposium on model uncertainty and robustness.",

keywords = "Ambiguity, Model uncertainty, Robust control preferences, Robustness, Time consistent preferences",

author = "Hansen, \{Lars Peter\} and Pascal Maenhout and Aldo Rustichini and Sargent, \{Thomas J.\} and Siniscalchi, \{Marciano M.\}",

year = "2006",

month = may,

doi = "10.1016/j.jet.2006.03.009",

language = "English (US)",

volume = "128",

pages = "1--3",

journal = "Journal of Economic Theory",

issn = "0022-0531",

publisher = "Academic Press Inc.",

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T1 - Introduction to model uncertainty and robustness

AU - Hansen, Lars Peter

AU - Maenhout, Pascal

AU - Rustichini, Aldo

AU - Sargent, Thomas J.

AU - Siniscalchi, Marciano M.

PY - 2006/5

Y1 - 2006/5

N2 - This article introduces the symposium on model uncertainty and robustness.

AB - This article introduces the symposium on model uncertainty and robustness.

KW - Ambiguity

KW - Model uncertainty

KW - Robust control preferences

KW - Robustness

KW - Time consistent preferences

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UR - https://www.scopus.com/pages/publications/33646346590#tab=citedBy

U2 - 10.1016/j.jet.2006.03.009

DO - 10.1016/j.jet.2006.03.009

M3 - Article

AN - SCOPUS:33646346590

SN - 0022-0531

VL - 128

SP - 1

EP - 3

JO - Journal of Economic Theory

JF - Journal of Economic Theory

IS - 1

ER -

Introduction to model uncertainty and robustness

Abstract

Keywords

Publisher link

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