To Hold Out or Not to Hold Out
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Other versions of this item:
- Frank Schorfheide & Kenneth I. Wolpin, 2013. "To Hold Out or Not to Hold Out," PIER Working Paper Archive 13-059, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Frank Schorfheide & Kenneth I. Wolpin, 2013. "To Hold Out or Not to Hold Out," NBER Working Papers 19565, National Bureau of Economic Research, Inc.
References listed on IDEAS
- Petra E. Todd & Kenneth I. Wolpin, 2008. "Ex Ante Evaluation of Social Programs," Annals of Economics and Statistics, GENES, issue 91-92, pages 263-291.
- Christopher Ferrall, 2012.
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- Christopher Ferrall, 2008. "Explaining and Forecasting Results of The Self-Sufficiency Project," Working Papers 1165, Queen's University, Department of Economics.
- Lamont, Owen A., 2002.
"Macroeconomic forecasts and microeconomic forecasters,"
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- Owen Lamont, 1995. "Macroeconomics Forecasts and Microeconomic Forecasters," NBER Working Papers 5284, National Bureau of Economic Research, Inc.
- Frank Schorfheide & Kenneth I. Wolpin, 2012. "On the Use of Holdout Samples for Model Selection," American Economic Review, American Economic Association, vol. 102(3), pages 477-481, May.
- Wolpin, Kenneth I., 2013. "The Limits of Inference without Theory," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262019086, January.
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"Data-Snooping Biases in Tests of Financial Asset Pricing Models,"
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- Andrew W. Lo & A. Craig MacKinlay, 1989. "Data-Snooping Biases in Tests of Financial Asset Pricing Models," NBER Working Papers 3001, National Bureau of Economic Research, Inc.
- Lo, Andrew W. (Andrew Wen-Chuan) & MacKinlay, Archie Craig, 1955-, 1989. "Data-snooping biases in tests of financial asset pricing models," Working papers 3020-89., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- David Laster & Paul Bennett & In Sun Geoum, 1999. "Rational Bias in Macroeconomic Forecasts," The Quarterly Journal of Economics, Oxford University Press, vol. 114(1), pages 293-318.
- Esther Duflo & Rema Hanna & Stephen P. Ryan, 2012. "Incentives Work: Getting Teachers to Come to School," American Economic Review, American Economic Association, vol. 102(4), pages 1241-1278, June.
- repec:adr:anecst:y:2008:i:91-92:p:13 is not listed on IDEAS
- Halbert White, 2000. "A Reality Check for Data Snooping," Econometrica, Econometric Society, vol. 68(5), pages 1097-1126, September.
- Alvaro Sandroni, 2003. "The reproducible properties of correct forecasts," International Journal of Game Theory, Springer;Game Theory Society, vol. 32(1), pages 151-159, December.
- Hidehiko Ichimura & Christopher Taber, 2000. "Direct estimation of policy impacts," IFS Working Papers W00/05, Institute for Fiscal Studies.
- repec:adr:anecst:y:2008:i:91-92 is not listed on IDEAS
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- John Rust, 2014. "The Limits of Inference with Theory: A Review of Wolpin (2013)," Journal of Economic Literature, American Economic Association, vol. 52(3), pages 820-850, September.
More about this item
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-09-05 (All new papers)
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