Solution of macromodels with Hansen–Sargent robust policies: some extensions
نویسندگان
چکیده
منابع مشابه
extensions of some polynomial inequalities to the polar derivative
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15 صفحه اولMaximin efficiency-robust tests and some extensions
The Maximin Efficiency-Robust Test idea of Gastwirth (1966) was to maximize the minimum asymptotic power (for fixed size) versus special local families of alternatives over some specially chosen families of score statistics. This approach is reviewed from a general decision-theoretical perspective, including some Bayesian variants. For two-sample censored-data rank tests and stochastically orde...
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ژورنال
عنوان ژورنال: Journal of Economic Dynamics and Control
سال: 2004
ISSN: 0165-1889
DOI: 10.1016/j.jedc.2003.11.001