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.

model_uncertainty_state_uncertainty.pdf187.77 KB

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.

the_stock_market.pdf819.83 KB
Luo Y, Nie J, Young E. Ambiguity, Low Risk-Free Rates, and Consumption Inequality. 2019.

ambiguity.pdf504.39 KB
Miao J, Wu J, Young E. Multivariate Rational Inattention. 2019.

multivariate_rational_inattention.pdf544.23 KB

Eric Young

Professor of Economics

Model uncertainty, state uncertainty, and state-space models