The wisdom of the crowd and prediction markets (English)
- New search for: Dai, Min
- New search for: Jia, Yanwei
- New search for: Kou, Steven
- New search for: Dai, Min
- New search for: Jia, Yanwei
- New search for: Kou, Steven
In:
Journal of Econometrics
;
222
, 1
;
561-578
;
2020
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ISSN:
- Article (Journal) / Electronic Resource
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Title:The wisdom of the crowd and prediction markets
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Contributors:
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Published in:Journal of Econometrics ; 222, 1 ; 561-578
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Publisher:
- New search for: Elsevier B.V.
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Publication date:2020-01-01
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Size:18 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 222, Issue 1
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Overview: Structural econometrics honoring Daniel McFaddenHong, Han / Keane, Michael / Winston, Clifford et al. | 2020
- 4
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A survey of preference estimation with unobserved choice set heterogeneityCrawford, Gregory S. / Griffith, Rachel / Iaria, Alessandro et al. | 2020
- 44
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Using penalized likelihood to select parameters in a random coefficients multinomial logit modelHorowitz, Joel L. / Nesheim, Lars et al. | 2019
- 56
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BLP estimation using Laplace transformation and overlapping simulation drawsHong, Han / Li, Huiyu / Li, Jessie et al. | 2020
- 73
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Control variables, discrete instruments, and identification of structural functionsNewey, Whitney / Stouli, Sami et al. | 2020
- 89
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Assessing consumer demand with noisy neural measurementsWebb, Ryan / Mehta, Nitin / Levy, Ifat et al. | 2020
- 107
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Evaluating consumers’ choices of Medicare Part D plans: A study in behavioral welfare economicsKeane, Michael / Ketcham, Jonathan / Kuminoff, Nicolai / Neal, Timothy et al. | 2020
- 141
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Disentangling moral hazard and adverse selection in private health insurancePowell, David / Goldman, Dana et al. | 2020
- 161
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How well do structural demand models work? Counterfactual predictions in school choicePathak, Parag A. / Shi, Peng et al. | 2020
- 196
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Vehicle size choice and automobile externalities: A dynamic analysisWinston, Clifford / Yan, Jia et al. | 2020
- 219
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Estimation of endogenously sampled time series: The case of commodity price speculation in the steel marketHall, George / Rust, John et al. | 2020
- 244
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The browser war — Analysis of Markov Perfect Equilibrium in markets with dynamic demand effectsJenkins, Mark / Liu, Paul / Matzkin, Rosa L. / McFadden, Daniel L. et al. | 2020
- 261
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EpilogueMcFadden, Daniel et al. | 2021
- 265
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Editorial for the special issue on financial econometrics in the age of the digital economyLinton, Oliver / Todorov, Viktor / Zhang, Zhengjun et al. | 2020
- 269
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Augmented factor models with applications to validating market risk factors and forecasting bond risk premiaFan, Jianqing / Ke, Yuan / Liao, Yuan et al. | 2020
- 295
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Estimation and inference in semiparametric quantile factor modelsMa, Shujie / Linton, Oliver / Gao, Jiti et al. | 2020
- 324
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Time-varying general dynamic factor models and the measurement of financial connectednessBarigozzi, Matteo / Hallin, Marc / Soccorsi, Stefano / von Sachs, Rainer et al. | 2020
- 344
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Tail risk and return predictability for the Japanese equity marketAndersen, Torben G. / Todorov, Viktor / Ubukata, Masato et al. | 2020
- 364
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Closed-form implied volatility surfaces for stochastic volatility models with jumpsAït-Sahalia, Yacine / Li, Chenxu / Li, Chen Xu et al. | 2020
- 393
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Volatility analysis with realized GARCH-Itô modelsSong, Xinyu / Kim, Donggyu / Yuan, Huiling / Cui, Xiangyu / Lu, Zhiping / Zhou, Yong / Wang, Yazhen et al. | 2020
- 411
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The Observed Asymptotic Variance: Hard edges, and a regression approachMykland, Per A. / Zhang, Lan et al. | 2020
- 429
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Autoencoder asset pricing modelsGu, Shihao / Kelly, Bryan / Xiu, Dacheng et al. | 2020
- 451
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Generalized aggregation of misspecified models: With an application to asset pricingGospodinov, Nikolay / Maasoumi, Esfandiar et al. | 2020
- 468
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The implied arbitrage mechanism in financial marketsChen, Shiyi / Chng, Michael T. / Liu, Qingfu et al. | 2020
- 484
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Efficient estimation of multivariate semi-nonparametric GARCH filtered copula modelsChen, Xiaohong / Huang, Zhuo / Yi, Yanping et al. | 2020
- 502
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High dimensional minimum variance portfolio estimation under statistical factor modelsDing, Yi / Li, Yingying / Zheng, Xinghua et al. | 2020
- 516
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New testing approaches for mean–variance predictabilityFiorentini, Gabriele / Sentana, Enrique et al. | 2020
- 539
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Autoregressive models for matrix-valued time seriesChen, Rong / Xiao, Han / Yang, Dan et al. | 2020
- 561
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The wisdom of the crowd and prediction marketsDai, Min / Jia, Yanwei / Kou, Steven et al. | 2020
- 579
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Max-linear regression models with regularizationCui, Qiurong / Xu, Yuqing / Zhang, Zhengjun / Chan, Vincent et al. | 2020
- 601
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Testing for observation-dependent regime switching in mixture autoregressive modelsMeitz, Mika / Saikkonen, Pentti et al. | 2020
- 625
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Testing constancy in varying coefficient modelsDelgado, Miguel A. / Arteaga-Molina, Luis A. et al. | 2020
- 645
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Dynamic decisions under subjective expectations: A structural analysisAn, Yonghong / Hu, Yingyao / Xiao, Ruli et al. | 2020
- 676
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On the validity of Akaike’s identity for random fieldsJentsch, Carsten / Meyer, Marco et al. | 2020
- 688
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Nonparametric estimation of jump diffusion modelsPark, Joon Y. / Wang, Bin et al. | 2020
- 716
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(Machine) learning parameter regionsMontiel Olea, José Luis / Nesbit, James et al. | 2020
- 745
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On factor models with random missing: EM estimation, inference, and cross validationJin, Sainan / Miao, Ke / Su, Liangjun et al. | 2020
- 778
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Linear IV regression estimators for structural dynamic discrete choice modelsKalouptsidi, Myrto / Scott, Paul T. / Souza-Rodrigues, Eduardo et al. | 2020
- 805
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Empirical asset pricing with multi-period disaster risk: A simulation-based approachSönksen, Jantje / Grammig, Joachim et al. | 2020
- 833
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Bayesian MIDAS penalized regressions: Estimation, selection, and predictionMogliani, Matteo / Simoni, Anna et al. | 2020
- ii
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Editorial Board| 2021