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Search: subject:"model misspecification"
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Scientific modelling
Stochastic volatility
model misspecification
102
Model misspecification
83
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77
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60
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49
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35
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24
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Robotti, Cesare
7
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6
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6
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6
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5
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5
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4
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4
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4
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3
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3
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3
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2
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2
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2
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2
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2
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1
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1
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Essays in honor of M. Hashem Pesaran : prediction and macro modeling
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ECONIS (ZBW)
70
RePEc
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EconStor
1
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51
Spurious inference in reduced-rank asset-pricing models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1613-1628
Persistent link: https://www.econbiz.de/10011791596
Saved in:
52
Comment on "how biased are US government forecasts of the federal debt?"
Gamber, Edward N.
;
Liebner, Jeffrey P.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 560-562
Persistent link: https://www.econbiz.de/10011922926
Saved in:
53
Robust consumption and portfolio rules with time-varying model confidence
Jang, Bong-Gyu
;
Lee, Seungkyu
;
Lim, Byung Hwa
- In:
Finance research letters
18
(
2016
),
pp. 342-352
Persistent link: https://www.econbiz.de/10011657300
Saved in:
54
Model specification tests and the estimation of treatment effects : an application with random and non-random administrative records
Chen, Tao
;
Couch, Kenneth A.
- In:
Journal of economic and social measurement
41
(
2016
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011669950
Saved in:
55
Informational herding with
model
misspecification
Bohren, J. Aislinn
- In:
Journal of economic theory
163
(
2016
),
pp. 222-247
Persistent link: https://www.econbiz.de/10011593182
Saved in:
56
Forecasting the real price of oil in a changing world : a forecast combination approach
Baumeister, Christiane
;
Kilian, Lutz
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 338-351
Persistent link: https://www.econbiz.de/10011390071
Saved in:
57
A misspecification test for logit based route choice models
Mai Tien
;
Frejinger, Emma
;
Bastin, Fabian
- In:
Economics of transportation : the official journal of …
4
(
2015
)
4
,
pp. 215-226
Persistent link: https://www.econbiz.de/10011564240
Saved in:
58
Testing index-based models in UK stock returns
Davies, J. R.
;
Fletcher, Jonathan
;
Marshall, Andrew P.
- In:
Review of quantitative finance and accounting
45
(
2015
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10011333109
Saved in:
59
Model selection and misspecification in discrete choice welfare analysis
Huang, Ju-chin
;
Zhao, Min Qiang
- In:
Applied economics
47
(
2015
)
37/39
,
pp. 4153-4167
Persistent link: https://www.econbiz.de/10011294636
Saved in:
60
On the (surprising) sufficiency of linear models for dynamic pricing with demand learning
Besbes, Omar
;
Zeevi, Assaf
- In:
Management science : journal of the Institute for …
61
(
2015
)
4
,
pp. 723-739
Persistent link: https://www.econbiz.de/10010526550
Saved in:
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