The precision of subjective data and the explanatory power of economic models

DOI10.1016/J.JECONOM.2017.06.017zbMath1388.62364OpenAlexW2733943618MaRDI QIDQ2399552

Hans-Martin von Gaudecker, Tilman Drerup, Benjamin Enke

Publication date: 24 August 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.06.017

zbMATH Keywords

measurement errorsubjective expectationsstock market participation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Decision theory (91B06)

Related Items (4)

Measurement error models: editors' introduction ⋮ Quantifying noise in survey expectations ⋮ Marriage, children, and labor supply: beliefs and outcomes ⋮ Dynamics and heterogeneity of subjective stock market expectations

Cites Work

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• Structural measurement errors in nonseparable models
• Strategic asset allocation in a continuous-time VAR model
• Estimating Second Order Probability Beliefs from Subjective Survival Data
• The Binarized Scoring Rule
• INFLATION EXPECTATIONS AND BEHAVIOR: DO SURVEY RESPONDENTS ACT ON THEIR BELIEFS?
• An Efficient Semiparametric Estimator for Binary Response Models
• Measuring Expectations

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