Statistical inference for measures of predictive success

Thomas Demuynck

No 9, Research Memorandum from Maastricht University, Graduate School of Business and Economics (GSBE)

Abstract: We provide statistical inference for measures of predictive success. These measures are frequently used to evaluate and compare the performance of different models of individual and group decision making in experimental and revealed preference studies. We provide a brief illustration of our findings by comparing the predictive success of different revealed preference tests for models of intertemporal decision making.

Date: 2014-01-01
New Economics Papers: this item is included in nep-ecm and nep-for
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Related works:
Journal Article: Statistical inference for measures of predictive success (2015)
Working Paper: Statistical inference for measures of predictive success (2015)
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Persistent link: https://EconPapers.repec.org/RePEc:unm:umagsb:2014009

DOI: 10.26481/umagsb.2014009

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