Robust Permanent Income and Pricing with Filtering∗ Lars Peter Hansen† University of Chicago Thomas J. Sargent‡ Stanford University and Hoover Institution

Source URL: www.tomsargent.com

• Knowledge
• Fellows of the Econometric Society
• Mathematical optimization
• Mathematical finance
• Equations
• Economic model
• Lars Peter Hansen
• Decision theory
• Risk
• Statistics
• Control theory
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Four Types of Ignorance Lars Peter Hansen and Thomas J. Sargent∗ April 4, 2015 Abstract This paper studies alternative ways of representing uncertainty about a law of motion in a version of a classic macroeconomic targ

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• Statistical theory
• Normal distribution
• Kullback–Leibler divergence
• Robust Bayes analysis
• Prior probability
• Statistical models
• Statistics
• Probability and statistics
• Bayesian statistics

WANTING ROBUSTNESS IN MACROECONOMICS LARS PETER HANSEN AND THOMAS J. SARGENT 1. Introduction 1.1. Foundations. von Neumann and Morgenstern (1944), Savage (1954), and Muthcreated mathematical foundations that appl

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Robustness and ambiguity in continuous time∗ Lars Peter Hansen† University of Chicago and NBER Thomas J. Sargent‡ New York University and Hoover Institution January 27, 2011

Source URL: www.tomsargent.com

• Statistics
• Normal distribution
• Kullback–Leibler divergence

Poster: Security in Web-Based Workflows Thomas Bauereiß∗ , Abhishek Bichhawat† , Iulia Bolos¸teanu‡ , Peter Faymonville† , Bernd Finkbeiner† , Deepak Garg‡ , Richard Gay¶ , Sergey Grebenshchikov§ , Christ

Source URL: www.ieee-security.org

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Robust Control and Model Misspecification Lars Peter Hansen Thomas J. Sargent Gauhar A. Turmuhambetova Noah Williams∗ September 6, 2005

Source URL: www.ssc.wisc.edu

Peter Gzowski Interviews Thomas King on Green Grass, Running Water* ρ G Over the past couple of years Thomas King has popped up on Morningside from time to time, usually along with a couple of other people, to talk abou

Source URL: canlit.ca

Impact of the IECedition 2 on Protection and Substation Automation Ivan De Mesmaeker1, Klaus-Peter Brand, Tetsuji Maeda, Thomas Werner ABB Switzerland Ltd, Baden (SwitzerlandFormer Chairman of CIGRE SC B5 (

Source URL: cigre-gcc.org

Minnesanteckningar vid möte med styrgruppen för nationella Landsbygdsnätverket den 19 juni på LRF i Stockholm Närvarande: Peter Melin, ordförande Thomas Norrby § 1 – 9, 11 Staffan Bond

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Imaging the build-up of a quantum interference pattern of massive molecules Thomas Juffmann1, Adriana Milic1, Michael Müllneritsch1, Peter Asenbaum1, Alexander Tsukernik2, Jens Tüxen3, Marcel Mayor3, Ori Cheshnovsky2 a

Source URL: www-lpl.univ-paris13.fr