Estimating robustness
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Recommendations
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Cites work
- scientific article; zbMATH DE number 4125214 (Why is no real title available?)
- A YIELD‐FACTOR MODEL OF INTEREST RATES
- A defense of the FOMC
- Asset Prices in an Exchange Economy
- Doubts or variability?
- Fragile beliefs and the price of uncertainty
- Handbook of economic forecasting. Volume 1
- Long-Term Risk: An Operator Approach
- Macroeconomic uncertainty prices when beliefs are tenuous
- Maxmin expected utility with non-unique prior
- Minimax optimal control of stochastic uncertain systems with relative entropy constraints
- Recursive multiple-priors.
- Recursive robust estimation and control without commitment
- Robust Permanent Income and Pricing
- Robust control and model misspecification
- Robust control and recursive utility
- Robustness
- Stochastic Differential Utility
- Structured ambiguity and model misspecification
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- Twisted probabilities, uncertainty, and prices
Cited in
(15)- SB-Robustness of Estimators
- Robustness and the robust estimate
- Robustness analysis: a case study
- Twisted probabilities, uncertainty, and prices
- A rigorous definition of Robustness Analysis
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- Robustness of Zero Crossing Estimator
- scientific article; zbMATH DE number 2219749 (Why is no real title available?)
- Robustness
- scientific article; zbMATH DE number 1124639 (Why is no real title available?)
- Issues in robustness analysis
- Reliable computation of robust response tori on the verge of breakdown
- Robustly assigning unstable items
- A problem of robustness theory
- How to Increase Robustness of Capable-to-Promise
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