lars-peter-hansen documents

Formulating and estimating dynamic linear rational expectations models
Documents Formulating and estimating dynamic linear rational expectations models
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
Documents A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
Robust hidden Markov LQG problems
Documents Robust hidden Markov LQG problems
Spectral methods for identifying scalar diffusions
Documents Spectral methods for identifying scalar diffusions
Introduction to model uncertainty and robustness
Documents Introduction to model uncertainty and robustness
Recursive robust estimation and control without commitment
Documents Recursive robust estimation and control without commitment
Robust control and model misspecification
Documents Robust control and model misspecification
Robustness and ambiguity in continuous time
Documents Robustness and ambiguity in continuous time
Robust estimation and control under commitment
Documents Robust estimation and control under commitment
Robust control of forward-looking models
Documents Robust control of forward-looking models
Assessing Specification Errors in Stochastic Discount Factor Models
Documents Assessing Specification Errors in Stochastic Discount Factor Models