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Volumn 15, Issue 6, 2000, Pages 625-644

Econometric applications of maxmin expected utility

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0034550602     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/jae.583     Document Type: Article
Times cited : (40)

References (17)
  • 2
    • 0039179796 scopus 로고    scopus 로고
    • Investing for the long run when returns are predictable
    • Barberis, N. (2000), 'Investing for the long run when returns are predictable', Journal of Finance, 55, 225-264.
    • (2000) Journal of Finance , vol.55 , pp. 225-264
    • Barberis, N.1
  • 4
    • 0037760585 scopus 로고    scopus 로고
    • Econometrics and decision theory
    • Chamberlain, G. (2000), 'Econometrics and decision theory', Journal of Econometrics, 95, 255-283.
    • (2000) Journal of Econometrics , vol.95 , pp. 255-283
    • Chamberlain, G.1
  • 5
    • 0008774785 scopus 로고    scopus 로고
    • Predictive distributions based on longitudinal earnings data
    • Chamberlain, G. and K. Hirano (1999), 'Predictive distributions based on longitudinal earnings data', Annales d'Économie et de Statistique, 55-56, 211-242.
    • (1999) Annales D'économie et de Statistique , vol.55-56 , pp. 211-242
    • Chamberlain, G.1    Hirano, K.2
  • 11
    • 0008528238 scopus 로고
    • Numerical specification of discrete least favourable prior distributions
    • Kempthorne, P. (1987), 'Numerical specification of discrete least favourable prior distributions', SIAM J. Sci. Stat. Comput., 8, 171-184.
    • (1987) SIAM J. Sci. Stat. Comput. , vol.8 , pp. 171-184
    • Kempthorne, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.