NOTE: Text or symbols not renderable in plain ASCII are indicated by [...]. Abstract is included in .pdf document. In this thesis, three parts of my work are reported. The first part of the work was...
Robust Permanent Income and Pricing with Filtering (2000)
Lars Peter Hansen, Thomas J. Sargent, Neng E. Wang, Prof Thomas, J. Sargent
A planner and agent in a permanent income economy cannot observe part of the state, regard their model as an approximation, and value decision rules that are robust across a set of models. They use...
NOTE: Text or symbols not renderable in plain ASCII are indicated by [...]. Abstract is included in .pdf document. In this thesis, three parts of my work are reported. The first part of the work was...
Robust Permanent Income and Pricing with Filtering.
Hansen, Lars Peter, Sargent, Thomas J, Wang, Neng E
A planner and agent in a permanent-income economy cannot observe part of the state, regard their model as an approximation, and value decision rules that are robust across a set of models. They use...
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING
Hansen, Lars Peter, Sargent, Thomas J., Wang, Neng E.
A planner and agent in a permanent-income economy cannot observe part of the state, regard their model as an approximation, and value decision rules that are robust across a set of models. They use...