| Publication | Date of Publication | Type |
|---|
Robust inference for moment condition models without rational expectations
Journal of Econometrics | 2024-09-06 | Paper |
Asset pricing under smooth ambiguity in continuous time
Economic Theory | 2022-10-06 | Paper |
Robust identification of investor beliefs
Proceedings of the National Academy of Sciences | 2022-05-05 | Paper |
Structured ambiguity and model misspecification
Journal of Economic Theory | 2022-01-18 | Paper |
Macroeconomic uncertainty prices when beliefs are tenuous
Journal of Econometrics | 2021-05-04 | Paper |
Twisted probabilities, uncertainty, and prices
Journal of Econometrics | 2020-03-20 | Paper |
Aversion to ambiguity and model misspecification in dynamic stochastic environments
Proceedings of the National Academy of Sciences | 2019-07-03 | Paper |
Ambiguity aversion and model misspecification: an economic perspective
Statistical Science | 2018-10-02 | Paper |
| Recursive Models of Dynamic Linear Economies | 2018-08-21 | Paper |
Underidentification?
Journal of Econometrics | 2017-05-12 | Paper |
Proofs for large sample properties of generalized method of moments estimators
Journal of Econometrics | 2017-05-12 | Paper |
Nonlinearity and temporal dependence
Journal of Econometrics | 2016-07-25 | Paper |
| Robustness | 2016-07-07 | Paper |
| Recursive Models of Dynamic Linear Economies | 2015-02-17 | Paper |
Shock elasticities and impulse responses
Mathematics and Financial Economics | 2014-11-26 | Paper |
Examining macroeconomic models through the lens of asset pricing
Journal of Econometrics | 2014-11-20 | Paper |
Uncertainty within economic models. With a foreword by Eric S. Maskin
World Scientific Series in Economic Theory | 2013-12-19 | Paper |
Dynamic valuation decomposition within stochastic economies
Econometrica | 2013-11-06 | Paper |
A time series analysis of representative agent models of consumption and leisure choice under uncertainty
The Quarterly Journal of Economics | 2013-01-13 | Paper |
Pricing growth-rate risk
Finance and Stochastics | 2012-11-15 | Paper |
Small noise methods for risk-sensitive/robust economies
Journal of Economic Dynamics and Control | 2012-07-13 | Paper |
Robustness and ambiguity in continuous time
Journal of Economic Theory | 2011-06-28 | Paper |
Fragile beliefs and the price of uncertainty
Quantitative Economics | 2011-01-03 | Paper |
Robust hidden Markov LQG problems
Journal of Economic Dynamics and Control | 2010-11-05 | Paper |
Doubts or variability?
Journal of Economic Theory | 2010-01-15 | Paper |
Nonlinear principal components and long-run implications of multivariate diffusions
The Annals of Statistics | 2009-12-09 | Paper |
Long-Term Risk: An Operator Approach
Econometrica | 2009-05-18 | Paper |
| Robustness | 2007-12-10 | Paper |
Recursive robust estimation and control without commitment
Journal of Economic Theory | 2007-10-26 | Paper |
Robust control and model misspecification
Journal of Economic Theory | 2006-07-12 | Paper |
Introduction to model uncertainty and robustness
Journal of Economic Theory | 2006-07-12 | Paper |
Robust estimation and control under commitment
Journal of Economic Theory | 2005-12-22 | Paper |
| scientific article; zbMATH DE number 2134981 (Why is no real title available?) | 2005-02-18 | Paper |
| scientific article; zbMATH DE number 1790587 (Why is no real title available?) | 2002-08-28 | Paper |
Spectral methods for identifying scalar diffusions
Journal of Econometrics | 2001-06-19 | Paper |
Robust Permanent Income and Pricing
Review of Economic Studies | 2000-09-03 | Paper |
BOOTSTRAPPING THE LONG RUN
Macroeconomic Dynamics | 1999-03-16 | Paper |
| scientific article; zbMATH DE number 1099371 (Why is no real title available?) | 1998-01-28 | Paper |
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
Econometrica | 1996-01-07 | Paper |
Discounted linear exponential quadratic Gaussian control
IEEE Transactions on Automatic Control | 1995-11-28 | Paper |
Seasonally and approximation errors in rational expectations models
Journal of Econometrics | 1993-02-04 | Paper |
| scientific article; zbMATH DE number 88841 (Why is no real title available?) | 1993-01-16 | Paper |
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
Journal of Econometrics | 1990-01-01 | Paper |
| Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4203525 (Why is no real title available?) | 1988-01-01 | Paper |
The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models
Econometrica | 1987-01-01 | Paper |
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
Journal of Econometrics | 1985-01-01 | Paper |
| The Dimensionality of the Aliasing Problem in Models With Rational Spectral Densities | 1983-01-01 | Paper |
Multiperiod Probit Models and Orthogonality Condition Estimation
International Economic Review | 1983-01-01 | Paper |
| Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time | 1983-01-01 | Paper |
Large Sample Properties of Generalized Method of Moments Estimators
Econometrica | 1982-07-01 | Paper |
Large Sample Properties of Generalized Method of Moments Estimators
Econometrica | 1982-01-01 | Paper |
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
Econometrica | 1982-01-01 | Paper |
