A quartet of semigroups for model specification, robustness,prices of risk, and model detection

Evan W. Anderson, Lars Peter Hansen, Thomas J. Sargent

    Research output: Chapter in Book/Report/Conference proceedingChapter

    Original languageEnglish (US)
    Title of host publicationUncertainty in Economic Theory
    Subtitle of host publicationEssays in Honor of David Schmeidler's 65th Birthday
    PublisherRoutledge
    Pages364-418
    Number of pages55
    ISBN (Print)0415324947, 9780203358061
    DOIs
    StatePublished - Jun 24 2004

    ASJC Scopus subject areas

    • Economics, Econometrics and Finance(all)
    • Business, Management and Accounting(all)

    Cite this

    Anderson, E. W., Hansen, L. P., & Sargent, T. J. (2004). A quartet of semigroups for model specification, robustness,prices of risk, and model detection. In Uncertainty in Economic Theory: Essays in Honor of David Schmeidler's 65th Birthday (pp. 364-418). Routledge. https://doi.org/10.4324/9780203358061