Robust Permanent Income and Pricing with Filtering∗ Lars Peter Hansen† University of Chicago Thomas J. Sargent‡ Stanford University and Hoover Institution

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• Knowledge
• Fellows of the Econometric Society
• Mathematical optimization
• Mathematical finance
• Equations
• Economic model
• Lars Peter Hansen
• Decision theory
• Risk
• Statistics
• Control theory
• Science

nocommit_revision_final.dvi

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• Probability and statistics
• Stochastic differential equations
• Markov processes
• Dynamic programming
• Markov chain
• Lars Peter Hansen
• Bellman equation
• Filtering problem
• Kalman filter
• Statistics
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Four Types of Ignorance Lars Peter Hansen and Thomas J. Sargent∗ April 4, 2015 Abstract This paper studies alternative ways of representing uncertainty about a law of motion in a version of a classic macroeconomic targ

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• Statistical theory
• Normal distribution
• Kullback–Leibler divergence
• Robust Bayes analysis
• Prior probability
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• Statistics
• Probability and statistics
• Bayesian statistics

WANTING ROBUSTNESS IN MACROECONOMICS LARS PETER HANSEN AND THOMAS J. SARGENT 1. Introduction 1.1. Foundations. von Neumann and Morgenstern (1944), Savage (1954), and Muthcreated mathematical foundations that appl

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Robustness and ambiguity in continuous time∗ Lars Peter Hansen† University of Chicago and NBER Thomas J. Sargent‡ New York University and Hoover Institution January 27, 2011

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• Statistics
• Normal distribution
• Kullback–Leibler divergence

Amtsvejen 46a: SkrædderhusetMaren Hansen 1815 Jørgen Jørgensen, fødtsøn af Peter Jørgensen, Nybøl

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Robust Control and Model Misspecification Lars Peter Hansen Thomas J. Sargent Gauhar A. Turmuhambetova Noah Williams∗ September 6, 2005

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Referat fra bestyrelsesmødet d. 4. februar 2015 Deltagere: Lars Ulrik Hansen, Palle Nielsen, Jytte Nielsen, Peter Weng, Jørgen Brøsen, Jan Vinsløv, Jens Højme, Marianne Lund. Åben dagsorden

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red. Peter Jensen og susanne Pihl hansen dØgnAnbrAgte unge bruger ogsÅ rusMIdler erfaringer fra dur 2.0. – et kompetenceudviklingsforløb for døgnmedarbejdere

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Densification concepts for torrefied biomass Torrefaction workshop  European Biomass Conference, Milano 2012 Wolfgang Stelte*, Jonas Dahl, Niels Peter K. Nielsen, Hans Ove Hansen Danish Technological

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