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

DOI10.1016/J.JECONOM.2017.06.017zbMATH Open1388.62364OpenAlexW2733943618MaRDI QIDQ2399552FDOQ2399552

Authors: Tilman Drerup, Benjamin Enke, Hans-Martin von Gaudecker 

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

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zbMATH Keywords

measurement errorstock market participationsubjective expectations

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (5)

• Experimental evidence on the relationship between perceived ambiguity and likelihood insensitivity
• Measurement error models: editors' introduction
• Dynamics and heterogeneity of subjective stock market expectations
• Marriage, children, and labor supply: beliefs and outcomes
• Quantifying noise in survey expectations

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