Econometrics and decision theory

By Gary Chamberlain. 2000

103 citations recorded by the source corpus.

Subfields: Economics and Econometrics, General Decision Sciences, Management Science and Operations Research

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Citations in the corpus

Asymptotics for Statistical Treatment Rules (2009, methodology): “We focus on obtaining statistical decision rules that are asymptotically minmax for certain loss functions (1)For applications of minmax statistical decision theory in other applications, see Chamberlain (2000).”
Regret in the Newsvendor Model with Partial Information (2008, background): “OPERATIONS RESEARCH doi 10.1287/opre.1070.0486ec pp. ec1–ec1 informs ® ©2008 INFORMS e - c o m p a n i o n”
Program Evaluation as a Decision Problem * (2002, unknown): “See also Barberis (2000) and Chamberlain (2000).”
Minimax regret treatment choice with covariates or with limited validity of experiments (2012, methodology): “Minimax regret was also independently reconsidered by Bergemann and Schlag (2007, 2008), Eozenou et al. (2006), and Chamberlain (2000).”
Minimizing Sensitivity to Model Misspecification (2018, background): “ed error estimators and conﬁdence intervals have a frequentist interpretation. Closely related to our work is the literature on statistical decision theory dating back to Wald (1950); see for example Chamberlain (2000), Watson and Holmes (2016), and Hansen and Marinacci (2016). Hansen and Sargent (2”
Program Evaluation as a Decision Problem (2005, unknown): “See also Barberis (2000) and Chamberlain (2000) .”
Statistical decisions under ambiguity (2011, methodology): “Also related is the technique of “scenario planning” in Operations Research and business economics.”
BAYESIAN ASPECTS OF TREATMENT CHOICE (2011, background): “May 2009 Revised October 8, 2009 BAYESIAN ASPECTS OF TREATMENT CHOICE Gary Chamberlain Harvard University ABSTRACT This paper considers an individual making a treatment choice. The individual has access to data on other individuals, with values for a list of characteristics, treatment assignments, a”
Forecasting and Decision Theory (2006, background): “Chamberlain (2000) was concerned with the general topic of econometrics and decision theory – in particular, with the question of how econometrics can influence decisions under uncertainty – which leads to considerations of distributional forecasts or “predictive distributions”.”
Updating Ambiguity Averse Preferences (2009, background): “In contrast, there is a literature in statistical decision theory and in economics (e.g., Chamberlain [2000], Bergemann and Schlag [2008]) that considers models of decision making under uncertainty that incorporate regret, and, as a result, cannot be represented by a single preference ordering.”