Concepedia

Misspecification Robustness

Misspecification Robustness is a property of an estimation method that ensures consistent and asymptotically valid inference even when the assumed model does not perfectly capture the true data-generating process.

162

Publications

10.7K

Citations

321

Authors

227

Institutions

Publications per year

2017–2026

29

Parents

Publications

162

EN4: Quality controlled ocean temperature and salinity profiles and monthly objective analyses with uncertainty estimates

Simon Good, Matthew Martin, Nick A Rayner · Journal of Geophysical Research Oceans · 2013 · 1.9K citations

, , +14

Meta‐Regression Methods for Detecting and Estimating Empirical Effects in the Presence of Publication Selection*

T. D. Stanley · Oxford Bulletin of Economics and Statistics · 2007 · 604 citations

, , +16

Robust control and model misspecification

Lars Peter Hansen, Thomas J. Sargent, Gauhar A. Turmuhambetova et al. · Journal of Economic Theory · 2006 · 399 citations

, , +11

Demystifying Double Robustness: A Comparison of Alternative Strategies for Estimating a Population Mean from Incomplete Data (with discussion)

Joseph Kang, Joseph L. Schafer · Statistical Science · 2007 · 374 citations

, , +16

Two‐Pass Tests of Asset Pricing Models with Useless Factors

Raymond Kan, Chu Zhang · The Journal of Finance · 1999 · 356 citations

, , +17

1–5 of 162

Authors

321

  1. AK
    Anil K. Bera

    University of Illinois Urbana-Champaign, United States

    4 publications · 300 citations

    4

    h-index

  2. GM
    Gabriel Montes‐Rojas

    City, University of London, United Kingdom

    3 publications · 49 citations

    3

    h-index

  3. MM
    Marialuz Moreno Badia

    International Monetary Fund, United States

    3 publications · 56 citations

    3

    h-index

  4. TJ
    Thomas J. Sargent

    New York University, United States

    3 publications · 428 citations

    3

    h-index

  5. RK
    Raymond Kan

    University of Toronto, Canada

    3 publications · 496 citations

    3

    h-index

1–5 of 321

Institutions

227

  1. Princeton University

    Princeton, United States

    5 h-index

    6 publications

    1.2K citations

  2. University of Toronto

    Toronto, Canada

    5 h-index

    5 publications

    625 citations

  3. Massachusetts Institute of Technology

    Cambridge, United States

    4 h-index

    7 publications

    471 citations

  4. University of California, Berkeley

    Berkeley, United States

    4 h-index

    4 publications

    209 citations

  5. Federal Reserve

    Washington D.C., United States

    3 h-index

    4 publications

    299 citations

  6. University of Central Florida

    Orlando, United States

    3 h-index

    3 publications

    121 citations

  7. Imperial College London

    London, United Kingdom

    3 h-index

    3 publications

    150 citations

  8. Lund University

    Lund, Sweden

    3 h-index

    4 publications

    333 citations

1–8 of 227

Venues

  1. Journal of Econometrics

    11 publications · 622 citations

    11

    h-index

  2. SSRN Electronic Journal

    Repository · 10 publications · 191 citations

    10

    h-index

  3. Canadian Journal of Statistics

    CJS · 5 publications · 121 citations

    5

    h-index

  4. Economics Letters

    5 publications · 73 citations

    5

    h-index

  5. Econometrica

    4 publications · 162 citations

    4

    h-index

1–5