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Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters
Inoue, Atsushi; Jin, Lu; Rossi, Barbara - Barcelona Graduate School of Economics (Barcelona GSE) - 2014
While forecasting is a common practice in academia, government and business alike, practitioners are often left wondering how to choose the sample for estimating forecasting models. When we forecast inflation in 2014, for example, should we use the last 30 years of data or the last 10 years of...
Persistent link: https://www.econbiz.de/10010950609
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A Characterization of Sequential Rationalizability
Apesteguia, Jose; Ballester, Miguel Angel - Barcelona Graduate School of Economics (Barcelona GSE) - 2008
identifies the selected alternative in every choice problem. We propose a property, F-consistency, and show that it characterizes … the notion of sequential rationalizability. F-consistency is a testable property that highlights the behavioral aspects …
Persistent link: https://www.econbiz.de/10011253113
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An Ordinal Shapley Value for Economic Environments
Pérez-Castrillo, David; Wettstein, David - Barcelona Graduate School of Economics (Barcelona GSE) - 2003
consistency and fairness and relying on properties satisfied by the Shapley value for Transferable Utility (T U ) games. We show a …
Persistent link: https://www.econbiz.de/10010547173
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Local and Global Consistency Properties for Student Placement
Klaus, Bettina; Klijn, Flip - Barcelona Graduate School of Economics (Barcelona GSE) - 2011
condition on the priority structure such that the student-optimal stable mechanism satisfies a consistency principle. Ergin … (2002) formulates consistency as a local property based on a fixed population of agents and fixed resources -- we refer to … this condition as local consistency and to his condition on the priority structure as local acyclicity. We identify a …
Persistent link: https://www.econbiz.de/10010547445