Peter Hansen

Results: 165



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41

“Certainty Equivalence” and “Model Uncertainty” Lars Peter Hansen University of Chicago and Thomas J. Sargent New York University and

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Language: English - Date: 2015-04-08 13:04:13
    42Functional analysis / Algebraic structures / Stochastic processes / Semigroup / Economic model / C0-semigroup / Markov model / Contraction / Thomas J. Sargent / Mathematics / Semigroup theory / Mathematical analysis

    A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection Evan W. Anderson University of North Carolina Lars Peter Hansen

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    Language: English - Date: 2015-04-08 13:04:04
    43Science / Mathematical optimization / Equations / Operations research / Stochastic control / Stackelberg competition / Bellman equation / Mathematical model / Economic model / Systems theory / Mathematics / Control theory

    Robust control of forward-looking models Lars Peter Hansen University of Chicago Thomas J. Sargent New York University and Hoover Institution

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    Language: English - Date: 2015-04-08 13:03:47
    44

    Sets of Models and Prices of Uncertainty Lars Peter Hansen Thomas J. Sargent∗ March 8, 2015

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    Language: English - Date: 2015-04-08 13:03:50
      45Ludwig Wittgenstein / Linguistic turn / Tractatus Logico-Philosophicus / Philosophical Investigations / Philosophical progress / Epistemology / Peter Winch / Oets Kolk Bouwsma / Philosophy / Analytic philosophy / Cambridge University Moral Sciences Club

      LECTURE PROMOTIONAL TEXT In preparing for the Salon this fall, Eva Sommer Hansen has challenged me to teach a little of Ludwig Wittgenstein in order to dispose my audience to the understanding required for the lecture. A

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      Source URL: www.spinderihallerne.dk

      Language: English - Date: 2014-08-27 10:11:38
      46Game theory / Financial economics / Decision theory / Business / Consumer theory / Elasticity of intertemporal substitution / Ambiguity aversion / Expected utility hypothesis / Risk aversion / Utility / Economics / Behavioral finance

      Doubts or Variability? Francisco Barillas ∗ Lars Peter Hansen† Thomas J. Sargent§‡ July 25, 2008

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      Language: English - Date: 2015-04-08 13:03:54
      47Statistics / New classical macroeconomics / Thomas J. Sargent / Rational expectations / Economic model / Lars Peter Hansen / Macroeconomic model / Bayesian probability / Mathematical model / Macroeconomics / Fellows of the Econometric Society / Economics

      ACKNOWLEDGING MISSPECIFICATION IN MACROECONOMIC THEORY LARS PETER HANSEN AND THOMAS J. SARGENT We explore methods for confronting model misspeci cation in macroeconomics. We construct dynamic equilibria in which private

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      Language: English - Date: 2015-04-08 13:04:20
      48Thomas J. Sargent / Lars Peter Hansen / Education in the United States / Lars Hansen / Rational expectations / Hansen / Albert Marcet / Fellows of the Econometric Society / Economics / Academia

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      Language: English - Date: 2015-04-08 13:06:52
      49Stochastic processes / Multiplier / Economic model / Martingale / Autoregressive conditional heteroskedasticity / General equilibrium theory / Statistics / Game theory / Macroeconomics

      Managing expectations and fiscal policy Anastasios G. Karantounias with Lars Peter Hansen and Thomas J. Sargent∗ October 6, 2009

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      Language: English - Date: 2015-04-08 13:03:49
      50

      Time Inconsistency of Robust Control? Thomas J. Sargent∗ Lars Peter Hansen November 22, 2006

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      Language: English - Date: 2015-04-08 13:04:19
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