Thomas J. Sargent

According to our database, Thomas J. Sargent authored at least 11 papers between 1995 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

QuantEcon.py: A community based Python library for quantitative economics.

Quentin Batista, Chase Coleman, Yuya Furusawa, Shu Hu, Smit Lunagariya, Spencer Lyon, Matthew McKay, Daisuke Oyama, Thomas J. Sargent, Zejin Shi, John Stachurski, Pablo Winant, Natasha Watkins, Ziyue Yang, Hengcheng Zhang

J. Open Source Softw., January, 2024

2022

Symposium Issue on Ambiguity, Robustness, and Model Uncertainty.

Thomas J. Sargent, Marciano M. Siniscalchi

J. Econ. Theory, 2022

Structured ambiguity and model misspecification.

Lars Peter Hansen, Thomas J. Sargent

J. Econ. Theory, 2022

2018

A case for incomplete markets.

Lawrence E. Blume, Timothy Cogley, David A. Easley, Thomas J. Sargent, Viktor Tsyrennikov

J. Econ. Theory, 2018

2011

Robustness and ambiguity in continuous time.

Lars Peter Hansen, Thomas J. Sargent

J. Econ. Theory, 2011

2009

Doubts or variability?

Francisco Barillas, Lars Peter Hansen, Thomas J. Sargent

J. Econ. Theory, 2009

2007

Recursive robust estimation and control without commitment.

Lars Peter Hansen, Thomas J. Sargent

J. Econ. Theory, 2007

2006

Robust control and model misspecification.

Lars Peter Hansen, Thomas J. Sargent, Gauhar Turmuhambetova, Noah Williams

J. Econ. Theory, 2006

Introduction to model uncertainty and robustness.

Lars Peter Hansen, Pascal J. Maenhout, Aldo Rustichini, Thomas J. Sargent, Marciano M. Siniscalchi

J. Econ. Theory, 2006

2005

Robust estimation and control under commitment.

Lars Peter Hansen, Thomas J. Sargent

J. Econ. Theory, 2005

1995

Discounted linear exponential quadratic Gaussian control.

Lars Peter Hansen, Thomas J. Sargent

IEEE Trans. Autom. Control., 1995