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scientific article; zbMATH DE number 1790587
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scientific article; zbMATH DE number 1790587

    Statements

    author
    Lars Peter Hansen
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    Thomas J. Sargent
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    Neng E. Wang
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    publication date
    28 August 2002
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    zbMATH Keywords
    Kalman filter
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    approximating model
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    Knightian uncertainty
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    robustness
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    equity premium
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    market price of uncertainty
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    permanent income
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    Identifiers

    Mathematics Subject Classification ID
    91B06
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    91B24
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    91B30
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    zbMATH DE Number
    1790587
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