Peter Hansen - PDFSEARCH.IO - Document Search Engine

Peter Hansen
Results: 165

#	Item
31	282 Temporal Aggregation of Economic Time Series 12. We have used the package RATS for finding these decompositions. In all the simulations, the covariance matrix of the innovations is Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:06:50 Statistics Lars Peter Hansen Thomas J. Sargent Econometrica Rational expectations Economic model Econometrics Mathematical economics Econometric model Economics Fellows of the Econometric Society Academia
32	Three types of ambiguity Lars Peter Hansen University of Chicago and NBER Thomas J. Sargent New York University and the Hoover Institution Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:03:58 Ambiguity Bellman equation Random walk model of consumption Economic model Cybernetics Science Artificial intelligence Automated planning and scheduling Planner
33	Robust Control and Model Misspecification Lars Peter Hansen Thomas J. Sargent Gauhar A. Turmuhambetova Noah Williams∗ September 26, 2005 Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:03:54 Dynamic programming Statistical theory Stochastic control Hamilton–Jacobi–Bellman equation Optimal control Partial differential equation Kullback–Leibler divergence Statistics Mathematical analysis Mathematics
34	Robust Estimation and Control under Commitment Lars Peter Hansen∗ Thomas J. Sargent‡† May 4, 2010 When Shannon had invented his quantity and consulted von Neumann on what Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:03:56 Information theory Stochastic processes Martingale theory Game theory Martingale Entropy Kullback–Leibler divergence Independence Normal distribution Statistics Probability and statistics Statistical theory
35	Efficient Query Rewriting in the Description Logic EL and Beyond ˙ Peter Hansen and Carsten Lutz and Inanc ¸ Seylan University of Bremen, Germany {hansen, clu, seylan}@informatik.uni-bremen.de Add to Reading List Source URL: www.informatik.uni-bremen.de Language: English - Date: 2015-05-04 02:34:23 Symbol Model theory Rewriting Datalog FO Theoretical computer science Logic Mathematics
36	Curriculum Vitae Thomas J. Sargent Business Addresses: Department of Economics New York University 19 W. 4th Street, 6FL Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:06:28 Academia Thomas J. Sargent Rational expectations Phillip D. Cagan Neil Wallace Monetary economics Lars Peter Hansen Daron Acemoğlu Monetarism Fellows of the Econometric Society Economics Macroeconomics
37	Fragile beliefs and the price of model uncertainty Lars Peter Hansen∗ Thomas J. Sargent‡† December 8, 2008 Abstract Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:45 Economic model Elasticity of intertemporal substitution
38	nocommit_revision_2010.dvi Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:21 Probability and statistics Stochastic differential equations Markov processes Dynamic programming Markov chain Lars Peter Hansen Bellman equation Filtering problem Kalman filter Statistics Control theory Markov models
39	Preliminary and Incomplete Risk and Robustness in General Equilibrium Evan W. Anderson Lars Peter Hansen and Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:03:55 Statistical theory Markov models Information theory Markov chain Entropy Kullback–Leibler divergence Expectation–maximization algorithm Statistics Markov processes Probability and statistics
40	Robust Estimation and Control under Commitment Lars Peter Hansen∗ Thomas J. Sargent†‡ June 21, 2005 When Shannon had invented his quantity and consulted von Neumann on what Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:44

UPDATE