Add Tom's two lectures on certainty equivalence

lectures/_static/quant-econ.bib

@@ -3,6 +3,14 @@
 Note: Extended Information (like abstracts, doi, url's etc.) can be found in quant-econ-extendedinfo.bib file in _static/
 ###
 
+@inproceedings{hansen2004certainty,
+  title={Certainty equivalence and model uncertainty},
+  author={Hansen, Lars Peter and Sargent, Thomas J},
+  booktitle={Conference on Models and Monetary Policy: Research in the Tradition of Dale Henderson, Richard Porter, and Peter Tinsley (http://www. federalreserve. gov/events/conferences/mmp2004/pdf/hansensargent. pdf)},
+  year={2004}
+}
+
+
 @article{evans2005interview,
   title={An interview with Thomas J. Sargent},
   author={Evans, George W and Honkapohja, Seppo},
@@ -216,6 +224,14 @@ @book{Burns_2023
   address = {New York}
 }
 
+@book{lucas1981rational,
+  title={Rational expectations and econometric practice},
+  author={Lucas, Robert E and Sargent, Thomas J},
+  year={1981},
+  publisher={U of Minnesota Press},
+  address = {Minneapolis, Minnesota}
+}
+
 @article{Orcutt_Winokur_69,
   issn      = {00129682, 14680262},
   abstract  = {Monte Carlo techniques are used to study the first order autoregressive time series model with unknown level, slope, and error variance. The effect of lagged variables on inference, estimation, and prediction is described, using results from the classical normal linear regression model as a standard. In particular, use of the t and x^2 distributions as approximate sampling distributions is verified for inference concerning the level and residual error variance. Bias in the least squares estimate of the slope is measured, and two bias corrections are evaluated. Least squares chained prediction is studied, and attempts to measure the success of prediction and to improve on the least squares technique are discussed.},
@@ -230,6 +246,35 @@ @article{Orcutt_Winokur_69
   year      = {1969}
 }
 
+
+@incollection{Hurwicz:1962,
+ address = {Stanford, CA},
+ author = {Hurwicz, Leonid},
+ booktitle = {Logic, Methodology and Philosophy of Science},
+ date-added = {2014-12-26 17:45:57 +0000},
+ date-modified = {2022-01-09 19:40:37 -0600},
+ pages = {232-239},
+ publisher = {Stanford University Press},
+ title = {On the Structural Form of Interdependent Systems},
+ year = {1962}
+}
+
+
+@article{Hurwicz:1966,
+   abstract = {Publisher Summary This chapter concentrates on the structural form of interdependent systems. A great deal of effort is devoted in econometrics and elsewhere to find the behavior pattern of an observed configuration. Such effort is justified on the grounds that the knowledge of the behavior pattern is needed for the purpose of giving explanation or prediction. The merits of this justification are also examined in the chapter. At this point, the chapter considers certain difficulties encountered in the process of looking for the behavior patterns. In certain fields, notably economics (but also— for example, electronic network theory), it deals with a set (configuration) of objects (components) that are interdependent in their behavior. For purposes of both theoretical analysis and empirical investigation of such situations, the phenomena are often described in the chapter (in idealized form) by means of a system of simultaneous equations. History alone is not enabled to determine the behavior pattern of the configuration; but this does not mean that the task is hopeless. The priori information is obtained from the axiom systems or theories that are believed to be relevant to the behavior pattern of the configuration.},
+   author = {Leonid Hurwicz},
+   doi = {http://dx.doi.org/10.1016/S0049-237X(09)70590-7},
+   editor = {Patrick S Ernest Nagel and Alfred Tarski},
+   journal = {Logic, Methodology and Philosophy of Science Proceeding of the 1960 International Congress},
+   pages = {232-239},
+   publisher = {Elsevier},
+   title = {On the Structural Form of Interdependent Systems},
+   volume = {44},
+   url = {http://www.sciencedirect.com/science/article/pii/S0049237X09705907},
+   year = {1966},
+}
+
+
 @article{hurwicz1950least,
   title   = {Least squares bias in time series},
   author  = {Hurwicz, Leonid},
@@ -570,6 +615,24 @@ @article{HST_1999
 }
 
 
+@article{simon1956dynamic,
+  title={Dynamic programming under uncertainty with a quadratic criterion function},
+  author={Simon, Herbert A},
+  journal={Econometrica, Journal of the Econometric Society},
+  pages={74--81},
+  year={1956},
+  publisher={JSTOR}
+}
+
+@article{theil1957note,
+  title={A note on certainty equivalence in dynamic planning},
+  author={Theil, Henri},
+  journal={Econometrica: Journal of the Econometric Society},
+  pages={346--349},
+  year={1957},
+  publisher={JSTOR}
+}
+
 @article{Jacobson_73,
   author  = {D. H. Jacobson},
   year    = {1973},
@@ -1943,6 +2006,36 @@ @article{hopenhayn1992entry
   publisher = {JSTOR}
 }
 
+
+@book{bacsar2008h,
+  title={H-infinity optimal control and related minimax design problems: a dynamic game approach},
+  author={Ba{\c{s}}ar, Tamer and Bernhard, Pierre},
+  year={2008},
+  publisher={Springer Science \& Business Media}
+}
+
+@article{sargent1981interpreting,
+  title={Interpreting economic time series},
+  author={Sargent, Thomas J},
+  journal={Journal of political Economy},
+  volume={89},
+  number={2},
+  pages={213--248},
+  year={1981},
+  publisher={The University of Chicago Press}
+}
+
+
+@inproceedings{lucas1976econometric,
+  title={Econometric policy evaluation: A critique},
+  author={Lucas, Robert E Jr},
+  booktitle={Carnegie-Rochester conference series on public policy},
+  volume={1},
+  pages={19--46},
+  year={1976},
+  organization={North-Holland}
+}
+
 @article{HopenhaynRogerson1993,
   author    = {Hopenhayn, Hugo A and Rogerson, Richard},
   journal   = {Journal of Political Economy},

lectures/_toc.yml

@@ -104,6 +104,8 @@ parts:
   - file: cross_product_trick
   - file: perm_income
   - file: perm_income_cons
+  - file: theil_1 
+  - file: theil_2
   - file: lq_inventories
 - caption: Optimal Growth
   numbered: true

lectures/risk_aversion_or_mistaken_beliefs.md

@@ -1607,8 +1607,8 @@ mystnb:
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+    'https://raw.githubusercontent.com/QuantEcon/lecture-python.myst/refs/heads/'
+    'main/lectures/_static/lecture_specific/risk_aversion_or_mistaken_beliefs/fred_data.csv',
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