Learning and Model Validation
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- In-Koo Cho & Kenneth Kasa, 2015. "Learning and Model Validation," Review of Economic Studies, Oxford University Press, vol. 82(1), pages 45-82.
- Kenneth Kasa, 2007. "Learning and Model Validation," 2007 Meeting Papers 548, Society for Economic Dynamics.
- Kenneth Kasa & In-Koo Cho, 2011. "Learning and Model Validation," 2011 Meeting Papers 1086, Society for Economic Dynamics.
References listed on IDEAS
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Citations
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Cited by:
- Giovanni Angelini & Luca Fanelli, 2016.
"Misspecification and Expectations Correction in New Keynesian DSGE Models,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 623-649, October.
- Giovanni Angelini & Luca Fanelli Fanelli, 2015. "Misspecification and Expectations Correction in New Keynesian DSGE Models," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
- Shea, Paul, 2015. "Red herrings and revelations: does learning about a new variable worsen forecasts?," Economic Modelling, Elsevier, vol. 49(C), pages 395-406.
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"Model Uncertainty and Endogenous Volatility,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(2), pages 207-237, April.
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- George W. Evans & William A. Branch, 2005. "Model Uncertainty and Endogenous Volatility," Computing in Economics and Finance 2005 33, Society for Computational Economics.
- Hommes, C.H. & Zhu, M., 2016. "Behavioral Learning Equilibria, Persistence Amplification & Monetary Policy," CeNDEF Working Papers 16-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Häfner, Samuel, 2018.
"Stable biased sampling,"
Games and Economic Behavior, Elsevier, vol. 107(C), pages 109-122.
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- Branch, William A. & Gasteiger, Emanuel, 2019. "Endogenously (non-)Ricardian beliefs," ECON WPS - Vienna University of Technology Working Papers in Economic Theory and Policy 03/2019, Vienna University of Technology, Institute for Mathematical Methods in Economics, Research Group Economics (ECON).
- Berardi, Michele, 2015.
"On the fragility of sunspot equilibria under learning and evolutionary dynamics,"
Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 251-265.
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"Recursive robust estimation and control without commitment,"
Journal of Economic Theory, Elsevier, vol. 136(1), pages 1-27, September.
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- Pierpaolo Battigalli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Thomas Sargent, 2016. "A Framework for the Analysis of Self-Confi rming Policies," Working Papers 573, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Agnieszka Markiewicz, 2012. "Model Uncertainty And Exchange Rate Volatility," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 815-844, August.
- Weidong Tian & Junya Jiang & Weidong Tian, 2017. "Model Uncertainty Effect on Asset Prices," International Review of Finance, International Review of Finance Ltd., vol. 17(2), pages 205-233, June.
More about this item
Keywords
Learning; Validation; Relative Entropy; Large Deviation;JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- E59 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Other
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2007-01-13 (Macroeconomics)
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