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Uncertainty within Economic Models (World Scientific Series in Economic Theory)
Uncertainty within Economic Models - World Scientific Series in Economic Theory
Author: Lars Peter Hansen, Thomas J Sargent
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 misspecificati...  more »
ISBN-13: 9789814578110
ISBN-10: 9814578118
Publication Date: 9/30/2014
Pages: 450
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Publisher: World Scientific Publishing Company
Book Type: Hardcover
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