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| 001 | 000045473781 | |
| 005 | 20080924152939 | |
| 008 | 070425s2008 njua b 001 0 eng c | |
| 010 | ▼a 2007927641 | |
| 015 | ▼a GBA775164 ▼2 bnb | |
| 020 | ▼a 9780691114422 (cloth : acid-free paper) | |
| 020 | ▼a 0691114420 (cloth : acid-free paper) | |
| 035 | ▼a (KERIS)REF000014854796 | |
| 040 | ▼a UKM ▼c UKM ▼d BTCTA ▼d YDXCP ▼d BAKER ▼d IUP ▼d SUC ▼d IQU ▼d NLGGC ▼d MUQ ▼d DLC ▼d 211009 | |
| 042 | ▼a pcc | |
| 050 | 0 0 | ▼a HB141 ▼b .H365 2008 |
| 082 | 0 4 | ▼a 330.01/5195 ▼2 22 |
| 090 | ▼a 330.015195 ▼b H249r | |
| 100 | 1 | ▼a Hansen, Lars Peter. |
| 245 | 1 0 | ▼a Robustness / ▼c Lars Peter Hansen, Thomas J. Sargent. |
| 260 | ▼a Princeton, N.J. ; ▼a Oxford [i.e. Woodstock, Oxfordshire] : ▼b Princeton University Press , ▼c c2008. | |
| 300 | ▼a xvii, 435 p. : ▼b ill. ; ▼c 27 cm. | |
| 504 | ▼a Includes bibliographical references (p. 413-425) and indexes. | |
| 505 | 0 | ▼a Motivation and main ideas -- Standard control and filtering -- Robust control -- Multi-agent problems -- Robust estimation and filtering -- Extensions. |
| 650 | 0 | ▼a Econometric models. |
| 650 | 0 | ▼a Robust optimization. |
| 650 | 0 | ▼a Robust control. |
| 650 | 0 | ▼a Kalman filtering. |
| 650 | 0 | ▼a Macroeconomics ▼x Decision making. |
| 700 | 1 | ▼a Sargent, Thomas J. |
| 945 | ▼a KINS |
Holdings Information
| No. | Location | Call Number | Accession No. | Availability | Due Date | Make a Reservation | Service |
|---|---|---|---|---|---|---|---|
| No. 1 | Location Main Library/Western Books/ | Call Number 330.015195 H249r | Accession No. 111496761 | Availability Available | Due Date | Make a Reservation | Service |
Contents information
Table of Contents
CONTENTS Preface = xv Acknowledgments = xvii Part Ⅰ : Motivation and main ideas 1. Introduction = 3 2. Basic ideas and methods = 25 3. A stochastic formulation = 53 Part Ⅱ : Standard control and filtering 4. Linear control theory = 67 5. The Kalman filter = 103 Part Ⅲ : Robust control 6. Static multiplier and constraint games = 119 7. Time domain games for attaining robustness = 139 8. Frequency domain games and criteria for robustness = 173 9. Calibrating misspecification fears with detection error probabilities = 213 10. A permanent income model = 223 Part Ⅳ : Multi-agent problems 11. Competitive equilibria without robustness = 253 12. Competitive equilibria with robustness = 271 13. Asset pricing = 295 14. Risk sensitivity, model uncertainty, and asset pricing = 307 15. Markov perfect equilibria with robustness = 327 16. Robustness in forward-looking models = 333 Part Ⅴ : Robust estimation and filtering 17. Robust filtering with commitment = 359 18. Robust filtering without commitment = 383 Part Ⅵ : Extensions 19. Alternative approaches = 403 References = 413 Index = 427 Author Index = 431 Matlab Index = 435
