Search Results - subject:"Model Misspecification"

When should we (not) interpret linear IV estimands as LATE?

Słoczyński, Tymon - 2021

In this paper I revisit the interpretation of the linear instrumental variables (IV) estimand as a weighted average of conditional local average treatment effects (LATEs). I focus on a practically relevant situation in which additional covariates are required for identification while the...

Persistent link: https://www.econbiz.de/10012517854

Learning with heterogeneous misspecified models : characterization and robustness

Bohren, J. Aislinn; Hauser, Daniel - 2021 - Revised July 29, 2021

Persistent link: https://www.econbiz.de/10013206068

The behavioral foundations of model misspecification : a decomposition

Bohren, J. Aislinn; Hauser, Daniel - 2023

Persistent link: https://www.econbiz.de/10013532045

Overestimation by misspecification : revisiting the relation between the unemployment rate and disability insurance claims in the USA

Smoluk, Herbert J.; Mansouri, Rozhin Yousefvand - In: Journal of economic and administrative sciences 39 (2023) 3, pp. 642-654

Persistent link: https://www.econbiz.de/10014338835

Market selection and learning under model misspecification

Bottazzi, Giulio; Giachini, Daniele; Ottaviani, Matteo - In: Journal of economic dynamics & control 156 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014480330

Priced risk in corporate bonds

Dickerson, Alexander; Mueller, Philippe; Robotti, Cesare - In: Journal of financial economics 150 (2023) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10014462590

A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies

Trucíos, Carlos; Taylor, James W. - In: Journal of forecasting 42 (2023) 4, pp. 989-1007

Persistent link: https://www.econbiz.de/10014292894

On the evolutionary stability of the sentiment investor

Antico, Andrea; Bottazzi, Giulio; Giachini, Daniele - In: Behavioral Finance and Asset Prices : The Influence of …, (pp. 155-173). 2023

Persistent link: https://www.econbiz.de/10014282554

Assessing the difference between integrated quantiles and integrated cumulative distribution functions

Wei, Yunran; Zitikis, Ric̆ardas - In: Insurance / Mathematics & economics 111 (2023), pp. 163-172

Persistent link: https://www.econbiz.de/10014317143

Methodological problems in studies on the Taylor rule

Sam, Chung Yan; McNown, Robert F.; Soo Khoon Goh; Goh, … - In: Journal for studies in economics and econometrics : SEE 47 (2023) 2, pp. 127-143

Persistent link: https://www.econbiz.de/10014319325

A service of the

zbw