A quartet of semigroups for model specification, robustness,prices of risk, and model detection

Evan W. Anderson, Lars Peter Hansen, Thomas Sargent

    Research output: Chapter in Book/Report/Conference proceedingChapter

    Original languageEnglish (US)
    Title of host publicationUncertainty in Economic Theory: Essays in Honor of David Schmeidler's 65th Birthday
    PublisherRoutledge
    Pages364-418
    Number of pages55
    ISBN (Print)0415324947, 9780203358061
    DOIs
    StatePublished - Jun 24 2004

    Fingerprint

    Model specification
    Robustness
    Price of risk

    ASJC Scopus subject areas

    • Economics, Econometrics and Finance(all)
    • Business, Management and Accounting(all)

    Cite this

    Anderson, E. W., Hansen, L. P., & Sargent, T. (2004). A quartet of semigroups for model specification, robustness,prices of risk, and model detection. In Uncertainty in Economic Theory: Essays in Honor of David Schmeidler's 65th Birthday (pp. 364-418). Routledge. https://doi.org/10.4324/9780203358061

    A quartet of semigroups for model specification, robustness,prices of risk, and model detection. / Anderson, Evan W.; Hansen, Lars Peter; Sargent, Thomas.

    Uncertainty in Economic Theory: Essays in Honor of David Schmeidler's 65th Birthday. Routledge, 2004. p. 364-418.

    Research output: Chapter in Book/Report/Conference proceedingChapter

    Anderson, EW, Hansen, LP & Sargent, T 2004, A quartet of semigroups for model specification, robustness,prices of risk, and model detection. in Uncertainty in Economic Theory: Essays in Honor of David Schmeidler's 65th Birthday. Routledge, pp. 364-418. https://doi.org/10.4324/9780203358061
    Anderson EW, Hansen LP, Sargent T. A quartet of semigroups for model specification, robustness,prices of risk, and model detection. In Uncertainty in Economic Theory: Essays in Honor of David Schmeidler's 65th Birthday. Routledge. 2004. p. 364-418 https://doi.org/10.4324/9780203358061
    Anderson, Evan W. ; Hansen, Lars Peter ; Sargent, Thomas. / A quartet of semigroups for model specification, robustness,prices of risk, and model detection. Uncertainty in Economic Theory: Essays in Honor of David Schmeidler's 65th Birthday. Routledge, 2004. pp. 364-418
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