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On the use of recognition in inferential decision making: An overview of the debate
Pohl, Rudiger F. - In: Judgment and Decision Making 6 (2011) 5, pp. 423-438
I describe and discuss the sometimes heated controversy surrounding the recognition heuristic (RH) as a model of inferential decision making. After briefly recapitulating the history of the RH up to its current version, I critically evaluate several specific assumptions and predictions of the RH...
Persistent link: https://www.econbiz.de/10009219985
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Effects of ignorance and information on judgments and decisions
Ayton, Peter; Onkal, Dilek; McReynolds, Lisa - In: Judgment and Decision Making 6 (2011) 5, pp. 381-391
We compared Turkish and English students' soccer forecasting for English soccer matches. Although the Turkish students knew very little about English soccer, they selected teams on the basis of familiarity with the team (or its identified city); their prediction success was surprisingly similar...
Persistent link: https://www.econbiz.de/10009219990
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Dynamics of Inductive Inference in a Unified Framework
Gilboa, Itzhak; Samuelson, Larry; Schmeidler, David - Cowles Foundation for Research in Economics, Yale University - 2011
We present a model of inductive inference that includes, as special cases, Bayesian reasoning, case-based reasoning … inductive inference can be combined and how their relative weights change endogenously. We establish conditions under which an …
Persistent link: https://www.econbiz.de/10009221544
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How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?
Veraart, Almut E. D. - School of Economics and Management, University of Aarhus - 2010
This paper studies the impact of jumps on volatility estimation and inference based on various realised variation … Standard & Poor’s Depository Receipt (SPY), we investigate the impact of jumps on inference on volatility by realised variance …
Persistent link: https://www.econbiz.de/10008677230
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Measuring Mobility
Cowell, Frank A.; Flachaire, Emmanuel - HAL - 2011
measures over the different status concepts consistent with the same underlying data. We investigate the statistical inference …
Persistent link: https://www.econbiz.de/10009643227
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Frequentist inference in weakly identified dynamic stochastic general equilibrium models
Guerron-Quintana, Pablo; Inoue, Atsushi; Kilian, Lutz - In: Quantitative Economics 4 (2013) 2, pp. 197-229
Persistent link: https://www.econbiz.de/10011599639
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Inference in dynamic stochastic general equilibrium models with possible weak identification
Qu, Zhongjun - In: Quantitative Economics 5 (2014) 2, pp. 457-494
This paper considers inference in log-linearized dynamic stochastic general equilibrium (DSGE) models with weakly …
Persistent link: https://www.econbiz.de/10011599662
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Inference on sets in finance
Chernozhukov, Victor; Kocatulum, Emre; Menzel, Konrad - In: Quantitative Economics 6 (2015) 2, pp. 309-358
We consider the problem of inference on a class of sets describing a collection of admissible models as solutions to a … parameters, making them especially appealing in the target applications. We show that the resulting inference procedures are more …
Persistent link: https://www.econbiz.de/10011599678
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Panel vector autoregressive models: a survey
Canova, Fabio; Ciccarelli, Matteo - 2013
This paper provides an overview of the panel VAR models used in macroeconomics and finance. It discusses what are their distinctive features, what they are used for, and how they can be derived from economic theory. It also describes how they are estimated and how shock identification is...
Persistent link: https://www.econbiz.de/10011605552
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Estimation and Inference for Actual and Counterfactual Growth Incidence Curves
Ferreira, Francisco H. G.; Firpo, Sergio; Galvao, Antonio F. - 2017
estimation and inference procedures for both actual and counterfactual growth incidence curves, based on general functions of the … test statistics of interest for those general functions, and proposes resampling methods to implement inference in practice …
Persistent link: https://www.econbiz.de/10011653201