Results 231 to 240 of about 16,351 (263)
Some of the next articles are maybe not open access.
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 differentLanzani, Giacomo +6 more
openaire +1 more source
Misspecification Tests in Econometrics
1989Misspecification 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.
openaire +1 more source
A misspecification test for simulation metamodels
2017 Winter Simulation Conference (WSC), 2017Shiyu Wang, Guangwu Liu, Kun Zhang 0036
openaire +1 more source
Additive Bayesian Variable Selection under Censoring and Misspecification
Statistical Science, 2023FRANCISCO Javier Rubio, David Rossell
exaly
Misspecification Testing: A Comprehensive Approach
American Journal of Agricultural Economics, 1993Jeffrey Alwang
exaly
Acknowledging Misspecification in Macroeconomic Theory
Review of Economic Dynamics, 2001Lars Hansen, Thomas Sargent
exaly
Measuring model misspecification: Application to propensity score methods with complex survey data
Computational Statistics and Data Analysis, 2018Elizabeth Stuart, Benjamin Ackerman
exaly