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Heterogeneous Agent Economies with Knightian Uncertainty

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  • Wen-Fang Liu

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  • Wen-Fang Liu, 1998. "Heterogeneous Agent Economies with Knightian Uncertainty," Working Papers 0053, University of Washington, Department of Economics.
    • Handle: RePEc:udb:wpaper:0053
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    1. Christopher Phelan & Robert M. Townsend, 1991. "Computing Multi-Period, Information-Constrained Optima," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(5), pages 853-881.
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    4. Lars Peter Hansen & Thomas J Sargent, 2014. "Robust Permanent Income and Pricing," World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 3, pages 33-81, World Scientific Publishing Co. Pte. Ltd..
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    15. Kan Rui, 1995. "Structure of Pareto Optima When Agents Have Stochastic Recursive Preferences," Journal of Economic Theory, Elsevier, vol. 66(2), pages 626-631, August.
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    Cited by:

    1. Yacine AÏT‐SAHALI & Michael W. Brandt, 2001. "Variable Selection for Portfolio Choice," Journal of Finance, American Finance Association, vol. 56(4), pages 1297-1351, August.
    2. Sergio Santoro, 2011. "Heterogeneity and learning with complete markets," Temi di discussione (Economic working papers) 806, Bank of Italy, Economic Research and International Relations Area.

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