Model Validation and Learning
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References listed on IDEAS
- Sin, Chor-Yiu & White, Halbert, 1996. "Information criteria for selecting possibly misspecified parametric models," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 207-225.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hollmayr, Josef & Matthes, Christian, 2015.
"Learning about fiscal policy and the effects of policy uncertainty,"
Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 142-162.
- Hollmayr, Josef & Matthes, Christian, 2013. "Learning about fiscal policy and the effects of policy uncertainty," Discussion Papers 51/2013, Deutsche Bundesbank.
- Josef Hollmayr & Christian Matthes, 2013. "Learning about fiscal policy and the effects of policy uncertainty," Working Paper 13-15, Federal Reserve Bank of Richmond.
- Milani, Fabio, 2014.
"Learning and time-varying macroeconomic volatility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 94-114.
- Fabio Milani, 2007. "Learning and Time-Varying Macroeconomic Volatility," Working Papers 070802, University of California-Irvine, Department of Economics.
More about this item
KeywordsLearning; Model validation;
- 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
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