Results 231 to 240 of about 17,373 (263)

A Grouping Test for Misspecification

Econometrica, 1979
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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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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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Misspecification Testing: A Comprehensive Approach

American Journal of Agricultural Economics, 1993
Jeffrey Alwang
exaly  

A misspecification test for simulation metamodels

2017 Winter Simulation Conference (WSC), 2017
Shiyu Wang, Guangwu Liu, Kun Zhang 0036
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Acknowledging Misspecification in Macroeconomic Theory

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

Measuring model misspecification: Application to propensity score methods with complex survey data

Computational Statistics and Data Analysis, 2018
Elizabeth A. Stuart, Benjamin Ackerman
exaly  

Misspecification

2011
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A note on the likelihood-ratio statistic under model misspecification

Canadian Journal of Statistics, 1998
N Reid
exaly  

Misspecification

2005
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