How to deal with misspecification of models in Macroeconomics? I'm wondering what methods are used in economics, specially in macro, to deal with model misspecification.

I've already searched the web, but I may be missing some methods. Therefore, I ask you for some help.
Thomas Sargent and Lars Peter Hansen have a series of work on &quot;robustness&quot;, a theory (and technique) that deals directly with potential model misspecifications in the context of macro. [The term &quot;robustness&quot; derives from robust control theory].
Sargent's website has a page dedicated to this topic. The two also published a book, Robustness, that contains the main results of their work to date. Below is the publisher's description:

The standard theory of decision making under uncertainty advises the decision maker to form a statistical model linking outcomes to decisions and then to choose the optimal distribution of outcomes. This assumes that the decision maker trusts the model completely. But what should a decision maker do if the model cannot be trusted?
Lars Hansen and Thomas Sargent, two leading macroeconomists, push the field forward as they set about answering this question. They adapt robust control techniques and apply them to economics. By using this theory to let decision makers acknowledge misspecification in economic modeling, the authors develop applications to a variety of problems in dynamic macroeconomics.
Technical, rigorous, and self-contained, this book will be useful for macroeconomists who seek to improve the robustness of decision-making processes.