The role of hypothesis testing in the molding of econometric models

Kevin D. Hoover (Department of Economics and Department of Philosophy, Duke University)

The paper is a keynote lecture from the Tilburg-Madrid Conference on Hypothesis Tests: Foundations and Applications at the Universidad Nacional de Educación a Distancia (UNED) Madrid, Spain, 15-16 December 2011. It addresses the role of tests of statistical hypotheses (specification tests) in selection of a statistically admissible model in which to evaluate economic hypotheses. The issue is formulated in the context of recent philosophical accounts on the nature of models and related to some results in the literature on specification search.

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Year of publication:	January 18, 2012 ; Revised, 18 January 2012
Authors:	Hoover, Kevin D.
Publisher:	[Durham, NC] : Center for the History of Political Economy at Duke University
Subject:	statistical testing \| hypothesis tests \| models \| general-to-specific specification search \| optional stopping \| severe tests \| costs of search \| costs of inference \| extreme-bounds analysis \| LSE econometric methodology \| Statistischer Test \| Statistical test \| Ökonometrie \| Econometrics \| Suchtheorie \| Search theory \| Statistische Methodenlehre \| Statistical theory \| Schätztheorie \| Estimation theory

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Extent:	1 Online-Ressource (circa 29 Seiten)
Series:	CHOPE working paper. - Durham, NC : [Verlag nicht ermittelbar], ZDB-ID 2672713-4. - Vol. no. 2012, 03 (January 2012)
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Other identifiers:	hdl:10419/149685 [Handle]
Classification:	B41 - Economic Methodology ; c18 ; C12 - Hypothesis Testing ; C50 - Econometric Modeling. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011708192