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United States Federa - International Finance Discussion Papers The Fr - M555z
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Item specifics
- Condition
- 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
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- NA
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- 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
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- Model
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- 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
- 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
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
Country/Region of Manufacture
United States
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