Generalized Entropy and Model Uncertainty
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References listed on IDEAS
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More about this item
Keywordsmodel uncertainty; robust control; recursive preferences; equity premium puzzle; Tsallis entropy;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-08-27 (All new papers)
- NEP-MAC-2017-08-27 (Macroeconomics)
- NEP-UPT-2017-08-27 (Utility Models & Prospect Theory)
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