- Abstract:
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This thesis develops econometric methods for implementing data-based decisions. Decisions are viewed as functions of parameters which are estimated from the data. Standard methods focus on providing precise estimates of parameters ignoring intention to use them in decisions. My thesis focuses on designing methods to minimize the expected error in decision functions. The first chapter develops model averaging estimators in multiple regressions that minimize the mean squared error (MSE) of a...
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- Department:
- Department of Economics, University of Oxford
- Role:
- Contributor, Supervisor, Copyright Holder
- Department:
- Department of Economics, University of Oxford
- Role:
- Supervisor
- Funding agency for:
- Filip Klimenka
- Type of award:
- DPhil
- Level of award:
- Doctoral
- Awarding institution:
- University of Oxford
- Copyright holder:
- Filip Klimenka and James Wolter
- Copyright date:
- 2017
Thesis
Econometric methods for implementing decision functions
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Authors
Contributors
+ James Wolter
+ Kevin Sheppard
Funding
+ David Walton Distinguished Doctoral Studentship
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