Quantifying noise in survey expectations

DOI10.3982/qe1633OpenAlexW4382314368MaRDI QIDQ6088815

Simas Kučinskas, Artūras Juodis

Publication date: 16 November 2023

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe1633

zbMATH Keywords

noisepanel datameasurement errorsubjective expectationsfactor modelsexpectation formation

Mathematics Subject Classification ID

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

Related Items

Quantifying noise in survey expectations

Cites Work

• Unnamed Item
• Panel data analysis with heterogeneous dynamics
• Evolution of forecast disagreement in a Bayesian learning model
• A new framework for analyzing survey forecasts using three-dimensional panel data
• On factor models with random missing: EM estimation, inference, and cross validation
• Tail and center rounding of probabilistic expectations in the health and retirement study
• Nonlinear factor models for network and panel data
• On the robustness of the pooled CCE estimator
• Dynamic factor models with infinite-dimensional factor spaces: one-sided representations
• Cross-sectional averages versus principal components
• Dynamic factor models with infinite-dimensional factor space: asymptotic analysis
• The precision of subjective data and the explanatory power of economic models
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
• Sentiments
• Eigenvalue Ratio Test for the Number of Factors
• Weak and strong cross‐section dependence and estimation of large panels
• Rounding Probabilistic Expectations in Surveys
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• Testing Hypotheses About the Number of Factors in Large Factor Models
• Continuous Auctions and Insider Trading
• Quantifying Confidence
• Low-rank approximations of nonseparable panel models
• Panel Data Models With Interactive Fixed Effects
• Inferential Theory for Factor Models of Large Dimensions
• Measuring Expectations
• First difference transformation in panel VAR models: Robustness, estimation, and inference
• Quantifying noise in survey expectations
• Bootstrap With Cluster‐Dependence in Two or More Dimensions