Search Results - subject:"confidence sets"

Robust inference for moment condition models without rational expectations

Chen, Xiaohong; Hansen, Lars Peter; Hansen, Peter G. - In: Journal of econometrics 243 (2024) 1/2, pp. 1-32

Persistent link: https://www.econbiz.de/10015075243

Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries

Mogstad, Magne; Romano, Joseph P.; Shaikh, Azeem M.; … - 2023

paper, we consider the problem of accounting for such uncertainty by constructing confidence sets for the rank of each … population. We consider both the problem of constructing marginal confidence sets for the rank of a particular population as well … as simultaneous confidence sets for the ranks of all populations. We show how to construct such confidence sets under …

Persistent link: https://www.econbiz.de/10014302519

Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries

Mogstad, Magne; Romano, Joseph P.; Shaikh, Azeem M.; … - 2023

Persistent link: https://www.econbiz.de/10013500955

Calibration and validation of macroeconomic simulation models: A general protocol by causal search

Martinoli, Mario; Moneta, Alessio; Pallante, Gianluca - 2022

We propose a general protocol for calibration and validation of complex simulation models by an approach based on discovery and comparison of causal structures. The key idea is that configurations of parameters of a given theoretical model are selected by minimizing a distance index between two...

Persistent link: https://www.econbiz.de/10014318968