Robust estimation and control under commitment

Journal of Economic Theory

Volumn 124, Issue 2, 2005, Pages 258-301

  Hansen, Lars Peter ^a   Sargent, Thomas J ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b NEW YORK UNIVERSITY   (United States)

Author keywords

Bayes' law; Commitment; Entropy; Learning; Model uncertainty; Risk sensitivity; Robustness; Time inconsistency

Indexed keywords

EID: 27644507871     PISSN: 00220531     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jet.2005.06.006     Document Type: Article

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