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Switching cost models as hypothesis tests

Abstract:
We relate models based on costs of switching beliefs (e.g. due to inattention) to hypothesis tests. Specifically, for an inference problem with a penalty for mistakes and for switching the inferred value, a band of inaction is optimal. We show this band is equivalent to a confidence interval, and therefore to a two-sided hypothesis test.
Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1016/j.econlet.2018.11.014

Authors


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Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Oxford college:
New College
Role:
Author
ORCID:
0000-0003-0539-6414


Publisher:
Elsevier
Journal:
Economics Letters More from this journal
Volume:
175
Pages:
32-35
Publication date:
2018-11-22
Acceptance date:
2018-11-11
DOI:
ISSN:
0165-1765


Keywords:
Pubs id:
pubs:911976
UUID:
uuid:18c7bc7f-48aa-4846-a06f-082a9ab66230
Local pid:
pubs:911976
Source identifiers:
911976
Deposit date:
2018-11-14

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