Similar Search Results

Narrow search

Nonparametric applications of Bayesian inference

Chamberlain, Gary; Imbens, Guido - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 12-18

Persistent link: https://www.econbiz.de/10001728807

Econometrics and decision theory

Chamberlain, Gary - In: Journal of econometrics 95 (2000) 2, pp. 255-283

Persistent link: https://www.econbiz.de/10001435989

Econometric applications of maxmin expected utility

Chamberlain, Gary - In: Journal of applied econometrics 15 (2000) 6, pp. 625-644

Persistent link: https://www.econbiz.de/10001544715

Robust decision theory and econometrics

Chamberlain, Gary - In: Annual review of economics 12 (2020), pp. 239-271

Persistent link: https://www.econbiz.de/10012404575

Decision theory applied to linear panel data model

Chamberlain, Gary; Moreira, Marcelo J. - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 1, pp. 107-133

Persistent link: https://www.econbiz.de/10003866981

Minimax estimation and forecasting in a stationary autoregression model

Chamberlain, Gary - In: The American economic review 91 (2001) 2, pp. 55-59

Persistent link: https://www.econbiz.de/10001585026

Robust Decision Theory and Econometrics

Chamberlain, Gary - 2020

This review uses the empirical analysis of portfolio choice to illustrate econometric issues that arise in decision problems. Subjective expected utility (SEU) can provide normative guidance to an investor making a portfolio choice. The investor, however, may have doubts on the specification of...

Persistent link: https://www.econbiz.de/10014094675