Adapting to misspecification

DOI10.3982/ECTA21991MaRDI QIDQ6852691zbMATH OpenFDO

Authors Timothy B. Armstrong, Patrick Kline, Liyang Sun

Publication date 25 February 2026

Published in Econometrica (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3982/ECTA21991

zbMATH Keywords

adaptive estimationminimax proceduresrobustnessshrinkagespecification testing

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• Adapting to misspecification
• Adaptive estimation of linear functionals under different performance measures
• Estimating a bounded normal mean
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• Estimation of the mean of a univariate normal distribution with known variance
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• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• Parametric robustness: Small biases can be worthwhile
• Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes
• Sensitivity analysis using approximate moment condition models
• Specification Tests in Econometrics
• The use of Previous Experience in Reaching Statistical Decisions

Cited in

(1)

• Adapting to misspecification

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