2 citations · 3 across the 2 of their papers we have counts for
2 papers
econ.EM2020★ 1 cited
Robust Forecasting
Timothy Christensen, Hyungsik Roger Moon, Frank Schorfheide
We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distribu…
econ.EM2019★ 2 cited
Dynamic Models with Robust Decision Makers: Identification and Estimation
Timothy M. Christensen
This paper studies identification and estimation of a class of dynamic models in which the decision maker (DM) is uncertain about the data-generating process. The DM surrounds a be…