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Displaying results 1 to 7 of 7.

  1. Adaptive estimation in the linear random coefficients model when regressors have limited variation
    Author: Gaillac, Christophe; Gautier, Eric
    Published: [2019]
    Publisher:  Toulouse School of Economics, [Toulouse]

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 330
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    No inter-library loan
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working papers / Toulouse School of Economics ; no TSE-1026 (July 2019)
    Subjects: Adaptation; Ill-posed Inverse Problem; Minimax; Random Coefficients
    Scope: 1 Online-Ressource (circa 74 Seiten), Illustrationen
  2. Insurance policies for monetary policy in the Euro area
    ECB Conference on Monetary Policy and Imperfect Knowledge
    Author: Küster, Keith; Wieland, Volker
    Published: 2005
    Publisher:  Europ. Central Bank, Frankfurt am Main

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QM 430 ; QM 430 ; QM 333
    Series: Working paper series / European Central Bank ; Eurosystem ; No. 480
    Subjects: Geldpolitik; Risiko; Europäische Union; Währungsunion; Geldpolitik
    Other subjects: (stw)Geldpolitik; (stw)Eurozone; (stw)Risiko; (stw)EU-Staaten; Model Uncertainty; Robustness; Monetary Policy Rules; Minimax; Euro Area; Arbeitspapier; Graue Literatur
    Scope: 55 S., graph. Darst., 30 cm
    Notes:

    Literaturverz. S. 24 - 26. - Auch im Internet unter den Adressen www.ecb.int und ssrn.com/abstract_id=701295 verfügbar
  3. Insurance policies for monetary policy in the Euro area
    Author: Küster, Keith; Wieland, Volker
    Published: 2005
    Publisher:  Univ.-Bibliothek Frankfurt am Main, Frankfurt am Main

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    RVK Categories: QM 430 ; QM 430 ; QM 333
    Series: Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2005,13
    Subjects: Geldpolitik; Risiko; Europäische Union; Währungsunion; Geldpolitik
    Other subjects: (stw)Geldpolitik; (stw)Eurozone; (stw)Risiko; (stw)EU-Staaten; Model Uncertainty; Robustness; Monetary Policy Rules; Minimax; Euro Area; Arbeitspapier; Graue Literatur
    Scope: Online-Ressource
  4. Stochastic optimization and worst-case analysis in monetary policy design
    Author: Rustem, Berç; Wieland, Volker; Žaković, Stan
    Published: 2005
    Publisher:  Univ.-Bibliothek Frankfurt am Main, Frankfurt am Main

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    RVK Categories: QB 910
    Series: Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2005,14
    Subjects: Geldpolitik; Regelbindung; Stochastischer Prozess; Europäisches Währungssystem; Europäische Union; Währungsunion; Mitgliedsstaaten; Europäische Zentralbank; Geldpolitik
    Other subjects: (stw)Geldpolitik; (stw)Regelbindung versus Diskretion; (stw)Stochastischer Prozess; (stw)Europäisches Währungssystem; (stw)EU-Staaten; Model Uncertainty; Robustness; Monetary Policy Rules; Minimax; Euro Area; Arbeitspapier; Graue Literatur
    Scope: Online-Ressource
  5. The evolutionary stability of optimism, pessimism, and complete ignorance
    Author: Schipper, Burkhard
    Published: [2019]
    Publisher:  [University of California, Davis, Department of Economics], [Davis, CA]

    We provide an evolutionary foundation to evidence that in some situations humans maintain either optimistic or pessimistic attitudes towards uncertainty and are ignorant to relevant aspects of the environment. Players in strategic games face... more

    Access:
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 73
    Inter-library loan:
    No inter-library loan

     

    We provide an evolutionary foundation to evidence that in some situations humans maintain either optimistic or pessimistic attitudes towards uncertainty and are ignorant to relevant aspects of the environment. Players in strategic games face Knightian uncertainty about opponents' actions and maximize individually their Choquet expected utility with respect to neo-additive capacities (Chateauneuf, Eichberger, and Grant, 2007) allowing for both an optimistic or pessimistic attitude towards uncertainty as well as ignorance to strategic dependencies. An optimist (resp. pessimist) overweights good (resp. bad) outcomes. A complete ignorant never reacts to opponents' changes of actions. With qualifications we show that in finite populations optimistic (resp. pessimistic) complete ignorance is evolutionary stable and yields a strategic advantage in submodular (resp. supermodular) games with aggregate externalities. Moreover, this evolutionary stable preference leads to Walrasian behavior in these classes of games.

     
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    Content information
    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/244602
    Series: [Working papers / University of California, Davis, Department of Economics ; 334]
    Subjects: ambiguity; Knightian uncertainty; Choquet expected utility; neo-additive capacity; Hurwicz criterion; Maximin; Minimax; supermodularity; aggregative games; monotonecomparative statics; playing the eld; evolution of preferences
    Scope: 1 Online-Ressource (circa 33 Seiten)
  6. A note on minimax testing and confidence intervals in moment inequality models
    Author: Armstrong, Timothy B.
    Published: 2014
    Publisher:  Cowles Foundation for Research in Economics, Yale Univ., New Haven, Conn.

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 29 (1975)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Cowles Foundation discussion paper ; 1975
    Subjects: Minimax; Relative efficiency; Moment inequalities
    Scope: Online-Ressource (19 S.), graph. Darst.
  7. The evolutionary stability of optimism, pessimism and complete ignorance
    Author: Schipper, Burkhard
    Published: 2005
    Publisher:  Sonderforschungsbereich/Transregio 15, Mannheim [u.a.]

    We provide an evolutionary foundation to evidence that in some situations humans maintain optimistic or pessimistic attitudes towards uncertainty and are ignorant to relevant aspects of the environment. Players in strategic games face Knightian... more

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 445 (68)
    Inter-library loan:
    No inter-library loan

     

    We provide an evolutionary foundation to evidence that in some situations humans maintain optimistic or pessimistic attitudes towards uncertainty and are ignorant to relevant aspects of the environment. Players in strategic games face Knightian uncertainty about opponents' actions and maximize individually their Choquet expected utility. Our Choquet expected utility model allows for both an optimistic or pessimistic attitude towards uncertainty as well as ignorance to strategic dependencies. An optimist (resp. pessimist) overweights good (resp. bad) outcomes. A complete ignorant never reacts to opponents' change of actions. With qualifications we show that optimistic (resp. pessimistic) complete ignorance is evolutionary stable / yields a strategic advantage in submodular (resp. supermodular) games with aggregate externalities. Moreover, this evolutionary stable preference leads to Walrasian behavior in those classes of games.

     
    Export to reference management software   RIS file
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    Content information
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/93786
    Series: SFB/TR 15 Discussion Paper ; 68
    Subjects: ambiguity; Knightian uncertainty; Choquet expected utility; neo-additive capacity; Hurwicz criterion; Maximin; Minimax; Ellsberg paradox; overconfidence; supermodularity; aggregative games; monotone comparative statics; playing the field; evolution of preferences
    Scope: Online-Ressource ([1], 30 S.), graph. Darst.