Results 31 to 40 of about 24,401 (306)
EconometricaEmpirical research typically involves a robustness‐efficiency tradeoff. A researcher seeking to estimate a scalar parameter can invoke strong assumptions to motivate a restricted estimator that is precise but may be heavily biased, or they can relax some of these assumptions to motivate a more robust, but variable, unrestricted estimator.
Armstrong, Timothy B. +2 more
openaire +3 more sources
Optimal Designs’ Robustness to Model Misspecification
, 2021 Simulations considering model misspecification at the design stage (Table 2 in the Manuscript)
Sarah Lotspeich (11426089)
core +1 more source
Bootstrap confidence sets under model misspecification [PDF]
, 2014 A multiplier bootstrap procedure for construction of likelihood-based confidence sets is considered for finite samples and a possible model misspecification.
Zhilova, Mayya, Spokoiny, Vladimir
core +1 more source
Target Matrix Estimators in Risk-Based Portfolios
Risks, 2018 Portfolio weights solely based on risk avoid estimation errors from the sample mean, but they are still affected from the misspecification in the sample covariance matrix.
Marco Neffelli
doaj +1 more source
Informational herding with model misspecification [PDF]
Journal of Economic Theory, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +3 more sources
Acknowledging Misspecification in Macroeconomic Theory
, 2002 We explore methods for confronting model misspecification in macroeconomics. We construct dynamic equilibria in which private agents and policy makers recognize that models are approximations.
Thomas J. Sargent, Lars Peter Hansen
core +1 more source
Multicollinearity and Model Misspecification
Sociological Science, 2016 Multicollinearity in linear regression is typically thought of as a problem of large standard errors due to near-linear dependencies among independent variables. This problem can be solved by more informative data, possibly in the form of a larger sample.
Christopher Winship, Bruce Western
doaj +1 more source
Modeling Model Misspecification in Structural Equation Models
Stats, 2023 Structural equation models constrain mean vectors and covariance matrices and are frequently applied in the social sciences. Frequently, the structural equation model is misspecified to some extent.
Alexander Robitzsch
doaj +1 more source
Are all meats substitutes? A basket‐and‐expenditure‐based approach
Agribusiness, EarlyView.Abstract This study examines the relationship among animal‐based meat and plant‐based meat alternatives (PBMAs) using a basket‐and‐expenditure‐based choice experiment. In particular, we examine whether animal‐based meat products are substitutes or complements with PBMAs.
Clinton L. Neill, Logan L. Britton
wiley +1 more source
Specifying Turning Point in Piecewise Growth Curve Models: Challenges and Solutions
Frontiers in Applied Mathematics and Statistics, 2017 Piecewise growth curve model (PGCM) is often used when the underlying growth process is not linear and is hypothesized to consist of phasic developments connected by turning points (or knots or change points).
Ling Ning, Wen Luo
doaj +1 more source