@@ -3005,3 +3005,39 @@ @article{ChowLevitan1969
|
3005 | 3005 | month={aug}, |
3006 | 3006 | publisher={Oxford University Press} |
3007 | 3007 | } |
| 3008 | + |
| 3009 | +@article{hansen2020twisted, |
| 3010 | +author = {Hansen, Lars Peter and Sz\H{o}ke, Bal\'{a}zs and Han, Lloyd S. and Sargent, Thomas J.}, |
| 3011 | +title = {{Twisted probabilities, uncertainty, and prices}}, |
| 3012 | +journal = {Journal of Econometrics}, |
| 3013 | +year = 2020, |
| 3014 | +volume = {216}, |
| 3015 | +number = {1}, |
| 3016 | +pages = {151--174} |
| 3017 | +} |
| 3018 | + |
| 3019 | +@unpublished{piazzesi2015trend, |
| 3020 | +author = {Piazzesi, Monika and Salomao, Juliana and Schneider, Martin}, |
| 3021 | +title = {{Trend and Cycle in Bond Premia}}, |
| 3022 | +year = 2015, |
| 3023 | +note = {Working Paper, Stanford University} |
| 3024 | +} |
| 3025 | + |
| 3026 | +@article{szoke2022estimating, |
| 3027 | +author = {Sz\H{o}ke, Bal\'{a}zs}, |
| 3028 | +title = {{Estimating robustness}}, |
| 3029 | +journal = {Journal of Economic Theory}, |
| 3030 | +year = 2022, |
| 3031 | +volume = {199}, |
| 3032 | +pages = {105225} |
| 3033 | +} |
| 3034 | + |
| 3035 | +@article{AngPiazzesi2003, |
| 3036 | +author = {Ang, Andrew and Piazzesi, Monika}, |
| 3037 | +title = {{A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables}}, |
| 3038 | +journal = {Journal of Monetary Economics}, |
| 3039 | +year = 2003, |
| 3040 | +volume = {50}, |
| 3041 | +number = {4}, |
| 3042 | +pages = {745--787} |
| 3043 | +} |