Statistical inference for measures of predictive success

T. Demuynck

Research output: Working paperProfessional

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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.
Original languageEnglish
Place of PublicationMaastricht
PublisherMaastricht University, Graduate School of Business and Economics
DOIs
Publication statusPublished - 1 Jan 2014

Publication series

SeriesGSBE Research Memoranda
Number009

Cite this

Demuynck, T. (2014). Statistical inference for measures of predictive success. Maastricht University, Graduate School of Business and Economics. GSBE Research Memoranda, No. 009 https://doi.org/10.26481/umagsb.2014009