| Publication | Date of Publication | Type |
|---|
| Robust inference for moment condition models without rational expectations | 2024-09-06 | Paper |
| Asset pricing under smooth ambiguity in continuous time | 2022-10-06 | Paper |
| Robust identification of investor beliefs | 2022-05-05 | Paper |
| Structured ambiguity and model misspecification | 2022-01-18 | Paper |
| Macroeconomic uncertainty prices when beliefs are tenuous | 2021-05-04 | Paper |
| Twisted probabilities, uncertainty, and prices | 2020-03-20 | Paper |
| Aversion to ambiguity and model misspecification in dynamic stochastic environments | 2019-07-03 | Paper |
| Ambiguity aversion and model misspecification: an economic perspective | 2018-10-02 | Paper |
| Recursive Models of Dynamic Linear Economies | 2018-08-21 | Paper |
| Underidentification? | 2017-05-12 | Paper |
| Proofs for large sample properties of generalized method of moments estimators | 2017-05-12 | Paper |
| Nonlinearity and temporal dependence | 2016-07-25 | Paper |
| Robustness | 2016-07-07 | Paper |
| Recursive Models of Dynamic Linear Economies | 2015-02-17 | Paper |
| Shock elasticities and impulse responses | 2014-11-26 | Paper |
| Examining macroeconomic models through the lens of asset pricing | 2014-11-20 | Paper |
| Uncertainty within Economic Models | 2013-12-19 | Paper |
| Dynamic Valuation Decomposition Within Stochastic Economies | 2013-11-06 | Paper |
| A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty | 2013-01-13 | Paper |
| Pricing growth-rate risk | 2012-11-15 | Paper |
| Small noise methods for risk-sensitive/robust economies | 2012-07-13 | Paper |
| Robustness and ambiguity in continuous time | 2011-06-28 | Paper |
| Fragile beliefs and the price of uncertainty | 2011-01-03 | Paper |
| Robust hidden Markov LQG problems | 2010-11-05 | Paper |
| Doubts or variability? | 2010-01-15 | Paper |
| Nonlinear principal components and long-run implications of multivariate diffusions | 2009-12-09 | Paper |
| Long-Term Risk: An Operator Approach | 2009-05-18 | Paper |
| Robustness | 2007-12-10 | Paper |
| Recursive robust estimation and control without commitment | 2007-10-26 | Paper |
| Introduction to model uncertainty and robustness | 2006-07-12 | Paper |
| Robust control and model misspecification | 2006-07-12 | Paper |
| Robust estimation and control under commitment | 2005-12-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4650653 | 2005-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4549699 | 2002-08-28 | Paper |
| Spectral methods for identifying scalar diffusions | 2001-06-19 | Paper |
| Robust Permanent Income and Pricing | 2000-09-03 | Paper |
| BOOTSTRAPPING THE LONG RUN | 1999-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4369431 | 1998-01-28 | Paper |
| Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes | 1996-01-07 | Paper |
| Discounted linear exponential quadratic Gaussian control | 1995-11-28 | Paper |
| Seasonally and approximation errors in rational expectations models | 1993-02-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4015740 | 1993-01-16 | Paper |
| Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3352332 | 1988-01-01 | Paper |
| Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions | 1988-01-01 | Paper |
| The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models | 1987-01-01 | Paper |
| A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators | 1985-01-01 | Paper |
| Multiperiod Probit Models and Orthogonality Condition Estimation | 1983-01-01 | Paper |
| The Dimensionality of the Aliasing Problem in Models With Rational Spectral Densities | 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 | 1982-07-01 | Paper |
| Large Sample Properties of Generalized Method of Moments Estimators | 1982-01-01 | Paper |
| Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models | 1982-01-01 | Paper |
