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.
|Place of Publication||Maastricht|
|Publisher||Maastricht University, Graduate School of Business and Economics|
|Publication status||Published - 1 Jan 2014|
|Series||GSBE Research Memoranda|
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