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Forecasting Errors: Yet More Problems for Identification?

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Author Info
Contini, Bruno () (LABORatorio R. Revelli)
Abstract

Forecasting errors pose a serious problem of identification, often neglected in empirical applications. Any attempt of estimating choice models under uncertainty may lead to severely biased results in the presence of forecasting errors even when individual expectations on future events are observed together with the standard outcome variables.

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Publisher Info
Paper provided by Institute for the Study of Labor (IZA) in its series IZA Discussion Papers with number 4035.

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Length: 13 pages
Date of creation: Feb 2009
Date of revision:
Handle: RePEc:iza:izadps:dp4035

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Related research
Keywords: identification; forecasting errors; subjective probabilities;

Find related papers by JEL classification:
C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation

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This page was last updated on 2009-11-30.

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