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)
    • General Business, Management and Accounting

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