Template-type: ReDif-Paper 1.0
Author-Name: Demuynck T. 
Author-workplace-name: GSBE
Title: Statistical inference for measures of predictive success
Abstract: 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.
Keywords: Econometric and Statistical Methods and Methodology: General; Design of Experiments: General; Consumer Economics: Empirical Analysis; 
Classification-JEL: C10; C90; D12; .
Series:  Research Memorandum
Creation-Date: 2014
Number: 009
File-URL: http://pub.maastrichtuniversity.nl/4f3e38f5-09b8-48db-b907-b39e5244fffd
File-Format: application/pdf
File-Size: 277505
Handle: RePEc:unm:umagsb:2014009