Statistical inference for measures of predictive success

We provide statistical inference for measures of predictive success. These measures are frequently used to evaluate and compare the performance of different models of individual and group decision making in experimental and revealed preference studies. We provide a brief illustration of our findings by comparing the predictive success of different revealed preference tests for models of intertemporal decision making.

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Year of publication:	2014
Authors:	Demuynck T.
Institutions:	Graduate School of Business and Economics (GSBE), School of Business and Economics
Subject:	Econometric and Statistical Methods and Methodology: General \| Design of Experiments: General \| Consumer Economics: Empirical Analysis

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Extent:	application/pdf
Series:	Research Memorandum.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series Research Memorandum Number 009
Classification:	C10 - Econometric and Statistical Methods: General. General ; C90 - Design of Experiments. General ; D12 - Consumer Economics: Empirical Analysis
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010754214