Introduction to model uncertainty and robustness

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

^*Corresponding author for this work

Economics

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 1 2006

Keywords

Ambiguity
Model uncertainty
Robust control preferences
Robustness
Time consistent preferences

ASJC Scopus subject areas

Economics and Econometrics

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10.1016/j.jet.2006.03.009

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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 Marciano Siniscalchi",

year = "2006",

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

language = "English (US)",

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AU - Hansen, Lars Peter

AU - Maenhout, Pascal

AU - Rustichini, Aldo

AU - Sargent, Thomas J.

AU - Siniscalchi, Marciano

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

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KW - Model uncertainty

KW - Robust control preferences

KW - Robustness

KW - Time consistent preferences

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Introduction to model uncertainty and robustness

Abstract

Keywords

ASJC Scopus subject areas

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