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Sharp identification regions in models with convex moment predictions

Beresteanu, Arie; Molčanov, Il'ja S.; Molinari, Francesca - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 6, pp. 1785-1821

Persistent link: https://www.econbiz.de/10009425123

Sharp identification regions in models with convex moment predictions

Beresteanu, Arie; Molchanov, Ilya; Molinari, Francesca - 2010 - Current draft: August 30, 2010

We provide a tractable characterization of the sharp identification region of the parameters ø in a broad class of incomplete econometric models. Models in this class have set valued predictions that yield a convex set of conditional or unconditional moments for the observable model variables....

Persistent link: https://www.econbiz.de/10008660616

Nichtkoordinierte Effekte horizontaler Zusammenschlüsse : wirtschaftstheoretische Grundlagen und Prognose durch Simulationsmodelle

Schwalbe, Ulrich - In: Recht und Wettbewerb : Festschrift für Rainer Bechtold …, (pp. 465-481). 2006

Persistent link: https://www.econbiz.de/10014544122

Dynamic network formation with foresighted agents

Song, Yangbo; Schaar, Mihaela van der - In: International journal of game theory : official journal … 49 (2020) 2, pp. 345-384

Persistent link: https://www.econbiz.de/10012591581

MPC voting, forecasting and inflation

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Nonparametric predictive reliability of series of voting systems

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The wisdom of crowds : applying Condorcet's jury theorem to forecasting US presidential elections

Murr, Andreas E. - In: International journal of forecasting 31 (2015) 3, pp. 916-929

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Vote self-prediction hardly predicts who will vote, and is (misleadingly) unbiased

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Explaining variance in the accuracy of prediction markets

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A probability scoring rule for simultaneous events

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