Model uncertainty, state uncertainty, and state-space models

Luo Y, Nie J, Young E. Model uncertainty, state uncertainty, and state-space models. In: State-Space Models. Springer; 2013. pp. 91–112.

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Last updated on 11/26/2020

Contact

Eric R. Young
Department of Economics
University of Virginia
224 Monroe Hall
Charlottesville, VA 22904
Phone: Office (434) 924-3811
Fax: (434) 982-2904
E-mail: ey2d at virginiaedu

Recent Publications

Carroll DR, Hoffman N. Mobility. Submitted Submitted.
Sun B, Tam X, Young E. The Stock Market Response to a “Regulatory Sine Curve”. Submitted Submitted.
Luo Y, Nie J, Young E. Ambiguity, Low Risk-Free Rates, and Consumption Inequality. 2019.
Miao J, Wu J, Young E. Multivariate Rational Inattention. 2019.

Eric Young

Professor of Economics

Model uncertainty, state uncertainty, and state-space models