Search Results - subject:"Model Misspecification"

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

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

Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators

Lee, Seojeong - In: Journal of econometrics 192 (2016) 1, pp. 86-104

Persistent link: https://www.econbiz.de/10011615683

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

On the use of some misspecified models of customer choice in revenue management.

Li, Le - 2010

University of Minnesota Ph.D. dissertation. August 2010. Major: Industrial and Systems Engineering. Advisor: William L. Cooper. 1 computer file (PDF); x, 117 pages.

Persistent link: https://www.econbiz.de/10009462762

Fear of model misspecification and the robustness premium

Angelopoulos, Konstantinos; Malley, James R. - 2010

from the robust decision maker's ability to reduce the effects of model misspecification through allocating time and … that while increasing the fear of model misspecification leads to a net increase in precautionary behavior, investment and …

Persistent link: https://www.econbiz.de/10010275852

Moment Restriction-based Econometric Methods: An Overview

McAleer, Michael; Kunitomo, Kunitomo, N.; Nishiyama, … - Faculteit der Economische Wetenschappen, Erasmus … - 2010

Moment restriction-based econometric modelling is a broad class which includes the parametric, semiparametric and nonparametric approaches. Moments and conditional moments themselves are nonparametric quantities. If a model is specified in part up to some finite dimensional parameters, this will...

Persistent link: https://www.econbiz.de/10010731794

DSGE model restrictions for structural VAR identification

Liu, Philip; Theodoridis, Konstantinos - Bank of England - 2010

The identification of reduced-form VAR model had been the subject of numerous debates in the literature. Different sets of identifying assumptions can lead to very different conclusions in the policy debate. This paper proposes a theoretically consistent identification strategy using...

Persistent link: https://www.econbiz.de/10008914257

Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model

Giles, David E. - Department of Economics, University of Victoria - 2010

determine the consequences of model mis-specification in terms of over-fitting or under-fitting the model. Our results can also …

Persistent link: https://www.econbiz.de/10008765118

Moment Restriction-based Econometric Methods: An Overview

Kunitomo, Naoto; McAleer, Michael; Nishiyama, Yoshihiko - Institute of Economic Research, Kyoto University - 2010

Persistent link: https://www.econbiz.de/10008670443