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Volumn 102, Issue 3, 2012, Pages 477-481

On the use of holdout samples for model selection

Author keywords

[No Author keywords available]

Indexed keywords


EID: 84863212761     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/aer.102.3.477     Document Type: Conference Paper
Times cited : (38)

References (14)
  • 1
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    • Nominal rigidities and the dynamic effects of a shock to monetary policy
    • Christiano, Lawrence J., Martin Eichenbaum, and Charles L. Evans. 2005. "Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy." Journal of Political Economy 113 (1): 1-45.
    • (2005) Journal of Political Economy , vol.113 , Issue.1 , pp. 1-45
    • Christiano, L.J.1    Eichenbaum, M.2    Evans, C.L.3
  • 2
    • 84862611749 scopus 로고    scopus 로고
    • Incentives work: Getting teachers to come to school
    • Forthcoming
    • Duflo, Ester, Rema Hanna, and Stephen Ryan. Forthcoming. "Incentives Work: Getting Teachers to Come to School." American Economic Review.
    • American Economic Review
    • Duflo, E.1    Hanna, R.2    Ryan, S.3
  • 6
    • 0034557056 scopus 로고    scopus 로고
    • Loss function-based evaluation of DSGE models
    • Schorfheide, Frank. 2000. "Loss Function-Based Evaluation of DSGE Models." Journal of Applied Econometrics 15 (6): 645-70.
    • (2000) Journal of Applied Econometrics , vol.15 , Issue.6 , pp. 645-670
    • Schorfheide, F.1
  • 8
    • 0000120766 scopus 로고
    • Estimating the dimension of a model
    • Schwarz, Gideon. 1978. "Estimating the Dimension of a Model." Annals of Statistics 6 (2): 461-64.
    • (1978) Annals of Statistics , vol.6 , Issue.2 , pp. 461-464
    • Schwarz, G.1
  • 9
    • 77957241272 scopus 로고    scopus 로고
    • An estimated dynamic stochastic general equilibrium model of the euro area
    • Smets, Frank, and Rafael Wouters. 2003. "An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area." Journal of the European Economic Association 1 (5): 1123-75.
    • (2003) Journal of the European Economic Association , vol.1 , Issue.5 , pp. 1123-1175
    • Smets, F.1    Wouters, R.2
  • 10
    • 34547309730 scopus 로고    scopus 로고
    • Shocks and frictions in us business cycles: A Bayesian DSGE approach
    • Smets, Frank, and Rafael Wouters. 2007. "Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach." American Economic Review 97 (3): 586-606.
    • (2007) American Economic Review , vol.97 , Issue.3 , pp. 586-606
    • Smets, F.1    Wouters, R.2
  • 11
    • 33847665665 scopus 로고    scopus 로고
    • Assessing the impact of a school subsidy program in mexico: Using a social experiment to validate a dynamic behavioral model of child schooling and fertility
    • Todd, Petra E., and Kenneth Wolpin. 2006. "Assessing the Impact of a School Subsidy Program in Mexico: Using a Social Experiment to Validate a Dynamic Behavioral Model of Child Schooling and Fertility." American Economic Review 96 (5): 1384-417.
    • (2006) American Economic Review , vol.96 , Issue.5 , pp. 1384-1417
    • Todd, P.E.1    Wolpin, K.2
  • 13
    • 0011680015 scopus 로고
    • Scoring rules and the evaluation of probability assessors
    • Winkler, Robert. 1969. "Scoring Rules and the Evaluation of Probability Assessors." Journal of the American Statistical Association 64 (327): 1073-78.
    • (1969) Journal of the American Statistical Association , vol.64 , Issue.327 , pp. 1073-1078
    • Winkler, R.1
  • 14
    • 37149034563 scopus 로고
    • Behavioral model versus experimentation: The effects of housing subsidies on rent
    • edited by Peter Brucker and R. Pauly, Hamburg: Verlag Anton Hain
    • Wise, David. 1985. "Behavioral Model versus Experimentation: The Effects of Housing Subsidies on Rent." In Methods of Operations Research 50, edited by Peter Brucker and R. Pauly, 441-89. Hamburg: Verlag Anton Hain.
    • (1985) Methods of Operations Research 50 , pp. 441-489
    • Wise, D.1


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