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"# References\n",
"\n",
"\n",
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"\n",
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"\n",
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"\n",
"\n",
"\\[AHMS96\\] Evan Anderson, Lars Peter Hansen, Ellen R. McGrattan, and Thomas J. Sargent. Mechanics of forming and estimating dynamic linear economies. In Hans M. Amman, David A. Kendrick, and John Rust, editors, *Handbook of computational economics*, 171–252. Elsevier Science, North-Holland, 1996.\n",
"\n",
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"\n",
"\n",
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"\n",
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"\n",
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"\\[Cal78\\] Guillermo A. Calvo. On the time consistency of optimal policy in a monetary economy. *Econometrica*, 46(6):1411–1428, 1978.\n",
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"\\[CR83\\] Gary Chamberlain and Michael Rothschild. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets. *Econometrica*, 51(5):1281–1304, September 1983. URL: [https://ideas.repec.org/a/ecm/emetrp/v51y1983i5p1281-304.html](https://ideas.repec.org/a/ecm/emetrp/v51y1983i5p1281-304.html), [doi:](https://doi.org/).\n",
"\n",
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"\\[GS89\\] Itzhak Gilboa and David Schmeidler. Maxmin Expected Utility with Non-Unique Prior. *Journal of Mathematical Economics*, 18(2):141–153, apr 1989.\n",
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"\\[Hal78\\] Robert E Hall. Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence. *Journal of Political Economy*, 86(6):971–987, 1978.\n",
"\n",
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"\n",
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"\\[HS08a\\] L P Hansen and T J Sargent. *Robustness*. Princeton University Press, 2008.\n",
"\n",
"\n",
"\\[HJ91\\] Lars Peter Hansen and Ravi Jagannathan. Implications of Security Market Data for Models of Dynamic Economies. *Journal of Political Economy*, 99(2):225–262, April 1991. URL: [https://ideas.repec.org/a/ucp/jpolec/v99y1991i2p225-62.html](https://ideas.repec.org/a/ucp/jpolec/v99y1991i2p225-62.html), [doi:10.1086/261749](https://doi.org/10.1086/261749).\n",
"\n",
"\n",
"\\[HR87\\] Lars Peter Hansen and Scott F Richard. The Role of Conditioning Information in Deducing Testable. *Econometrica*, 55(3):587–613, May 1987.\n",
"\n",
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"\\[HS80\\] Lars Peter Hansen and Thomas J Sargent. Formulating and estimating dynamic linear rational expectations models. *Journal of Economic Dynamics and control*, 2:7–46, 1980.\n",
"\n",
"\n",
"\\[HS00\\] Lars Peter Hansen and Thomas J Sargent. Wanting robustness in macroeconomics. *Manuscript, Department of Economics, Stanford University.*, 2000.\n",
"\n",
"\n",
"\\[HS08b\\] Lars Peter Hansen and Thomas J Sargent. *Robustness*. Princeton university press, 2008.\n",
"\n",
"\n",
"\\[HS01\\] Lars Peter Hansen and Thomas J. Sargent. Robust control and model uncertainty. *American Economic Review*, 91(2):60–66, 2001.\n",
"\n",
"\n",
"\\[HS13\\] Lars Peter Hansen and Thomas J. Sargent. *Recursive Linear Models of Dynamic Economics*. Princeton University Press, Princeton, New Jersey, 2013.\n",
"\n",
"\n",
"\\[HST99\\] Lars Peter Hansen, Thomas J. Sargent, and Thomas D. Tallarini. Robust Permanent Income and Pricing. *Review of Economic Studies*, 66(4):873–907, 1999. URL: [https://ideas.repec.org/a/oup/restud/v66y1999i4p873-907..html](https://ideas.repec.org/a/oup/restud/v66y1999i4p873-907..html), [doi:](https://doi.org/).\n",
"\n",
"\n",
"\\[HS09\\] Lars Peter Hansen and José A Scheinkman. Long-term risk: an operator approach. *Econometrica*, 77(1):177–234, 2009.\n",
"\n",
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"\n",
"\n",
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"\n",
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"\\[HLL96\\] O Hernandez-Lerma and J B Lasserre. *Discrete-Time Markov Control Processes: Basic Optimality Criteria*. Number Vol 1 in Applications of Mathematics Stochastic Modelling and Applied Probability. Springer, 1996.\n",
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"\\[HR93\\] Hugo A Hopenhayn and Richard Rogerson. Job Turnover and Policy Evaluation: A General Equilibrium Analysis. *Journal of Political Economy*, 101(5):915–938, 1993.\n",
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"\\[Jac73\\] D. H. Jacobson. Optimal stochastic linear systems with exponential performance criteria and their relation to differential games. *IEEE Transactions on Automatic Control*, 18(2):124–131, 1973.\n",
"\n",
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"\\[Jud85\\] Kenneth L Judd. On the performance of patents. *Econometrica*, pages 567–585, 1985.\n",
"\n",
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"\n",
"\n",
"\\[Kas00\\] Kenneth Kasa. Forecasting the forecasts of others in the frequency domain. *Review of Economic Dynamics*, 3:726–756, 2000.\n",
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"\n",
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"\\[Kni21\\] Frank H. Knight. *Risk, Uncertainty, and Profit*. Houghton Mifflin, 1921.\n",
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"\n",
"\n",
"\\[KP80\\] Finn E Kydland and Edward C Prescott. Dynamic optimal taxation, rational expectations and optimal control. *Journal of Economic Dynamics and Control*, 2:79–91, 1980.\n",
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"\n",
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"\n",
"\n",
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"\\[Whi90\\] Peter Whittle. *Risk-Sensitive Optimal Control*. Wiley, New York, 1990."
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