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United States Federa - International Finance Discussion Papers The Fr - M555z

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Item specifics

Condition
Brand New: A new, unread, unused book in perfect condition with no missing or damaged pages. See the ...
Fiction/Non-Fiction
Non-Fiction
Genre/Subject
POLITICAL SCIENCE / General
Brand
NA
Weight
0.07
Style
NA
Title
International Finance Discussion Papers The Fragility of Sensiti
Release Title
International Finance Discussion Papers The Fragility of Sensiti
Record Grading
New
Sleeve Grading
New
Platform
NA
Size
NA
Film/TV Title
International Finance Discussion Papers The Fragility of Sensit
Colour
NA
Material
NA
Department
NA
Number of Pages
28
Binding Type
Perfect
Item Length
246.13
Main Stone
NA
Metal Purity
NA
Metal
NA
Connectivity
NA
Model
NA
ISBN
9781288725663
Publication Year
2013
Type
Textbook
Format
Paperback
Language
English
Publication Name
International Finance Discussion Papers: The Fragility of Sensitivity Analysis: An Encompassing Perspective
Item Height
246mm
Author
Neil R Ericsson
Publisher
Bibliogov
Item Width
189mm
Subject
Government
Item Weight
68g

About this product

Product Information

Robustness and fragility in Leamer's sense are defined with respect to a particular coefficient over a class of models. This paper shows that inclusion of the data generation process in that class of models is neither necessary nor sufficient for robustness. This result holds even if the properly specified model has well-determined, statistically significant coefficients. The encompassing principle explains how this result can occur. Encompassing also provides a link to a more common-sense notion of robustness, which is still a desirable property empirically; and encompassing clarifies recent discussion on model averaging and the pooling of forecasts.

Product Identifiers

Publisher
Bibliogov
ISBN-13
9781288725663
eBay Product ID (ePID)
152544542

Product Key Features

Author
Neil R Ericsson
Publication Name
International Finance Discussion Papers: The Fragility of Sensitivity Analysis: An Encompassing Perspective
Format
Paperback
Language
English
Subject
Government
Publication Year
2013
Type
Textbook

Dimensions

Item Height
246mm
Item Width
189mm
Item Weight
68g

Additional Product Features

Title_Author
Neil R Ericsson
Country/Region of Manufacture
United States

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Value Added Tax Number:
  • GB 343612519
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