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The Misspecification of Components and Factors

, 2020
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Model Misspecification and Underdiversification

The Journal of Finance, 2001
AbstractIn this paper, we study intertemporal portfolio choice when an investor accounts explicitly for model misspecification. We develop a framework that allows for ambiguity about not just the joint distribution of returns for all stocks in the portfolio, but also for different levels of ambiguity for the marginal distribution of returns for any ...
Uppal, Raman, Wang, Tan
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The Misspecification of Arma Models

Statistica Neerlandica, 1989
The object of this paper is to assess the effects of fitting a model of the wrong order to a time series which is generated by an autoregressive moving–average process. The method is to examine the spectral density functions which are indicated by the probability limits of the least–squares estimators of the misspecified models.
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The Effects of Misspecification of a Regression Model

Biometrical Journal, 1987
AbstractThe consequences of the misspecification of a regression model are considered. For small effects of covariates a proportional consistency theorem is derived. The consistent estimation of the covariance matrix of the estimates is discussed.
Nagelkerke, N. J. D., Hart, A. A. M., Oosting, J.   +2 more
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Position Estimation under Model Misspecification

2017 IEEE 86th Vehicular Technology Conference (VTC-Fall), 2017
When time-based radio range measurements between network nodes are perturbed by a line-of-sight blocking obstacle, position estimation accuracy degrades significantly. The perturbation is caused by multipath propagation or excess delays since waves travel at slower speed while piercing the obstacles.
Mendrzik, Rico, Bauch, Gerhard
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A SIMPLE CORRECTION FOR LOCAL MISSPECIFICATION

Bulletin of Economic Research, 1986
ABSTRACTIn this note a method of updating, or correcting, ML estimates is outlined1 when departures from the assumed model are detected but believed to be small. These corrections have a particular simple regression interpretation and are thus easily obtained from standard regression packages by the applied worker. Inferences may also be drawn based on
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A Measure of Robustness to Misspecification

American Economic Review, 2015
Researchers often report estimates and standard errors for the object of interest (such as a treatment effect) based on a single specification of a statistical model. We propose a systematic approach to assessing sensitivity to specification. We construct estimates of the object of interest for each of a large set of models.
Susan Athey, Guido Imbens
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Model misspecification in Data Envelopment Analysis

Annals of Operations Research, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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