Results 271 to 280 of about 24,401 (306)

Heterogeneity and misspecifications in learning

Journal of Economic Dynamics and Control, 2007
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Misspecifications in modelling journeys to work [PDF]

, 2004
In this paper we perform a simulation procedure of testing models for journeys to work. The testing regime is carried out on a number of such models, mainly within the class of gravity models. We test the models on synthetic populations constructed from an aggregated set of a large number of worker subcategories, reflecting for instance different ...
Jens Petter Gitlesen, Inge Thorsen, Jan Ubøe   +2 more
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Diagnostics of model misspecification

1996
In section 1.2, we denoted the true regression relationship between Y and x by µ(x), and we noted that µ(x) is generally unknown, although in practice it is approximated by a parametric function f (x, θ). Because we use this f to make some statistical inferences, however, we must be able to determine whether or not our choice of f is accurate.
Sylvie Huet, Annie Bouvier, Marie-Anne Gruet, Emmanuel Jolivet   +3 more
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Dynamic Concern for Misspecification

We consider an agent who posits a set of probabilistic models for the payoff- relevant outcomes. The agent has a prior over this set but fears the actual model is omitted and hedges against this possibility. The concern for misspecification is endogenous: If a model explains the previous observations well, the concern attenuates. We show that different
Lanzani, Giacomo, Skrzypacz, Andrzej, Sugaya, Takuo, Ramos, João, Bardhi, Arjada, Board, Simon, Madsen, Erik   +6 more
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A Grouping Test for Misspecification

Econometrica, 1979
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Misspecification Tests in Econometrics

1989
Misspecification tests play an important role in detecting unreliable and inadequate economic models. This book brings together many results from the growing literature in econometrics on misspecification testing. It provides theoretical analyses and convenient methods for application.
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A misspecification test for simulation metamodels

2017 Winter Simulation Conference (WSC), 2017
Shiyu Wang, Guangwu Liu, Kun Zhang 0036
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Additive Bayesian Variable Selection under Censoring and Misspecification

Statistical Science, 2023
David Rossell, FRANCISCO J Rubio
exaly  

Misspecification Testing: A Comprehensive Approach

American Journal of Agricultural Economics, 1993
Jeffrey Alwang
exaly  

Acknowledging Misspecification in Macroeconomic Theory

Review of Economic Dynamics, 2001
Lars Peter Hansen, Thomas J Sargent
exaly