Concepedia

Model Robustness Testing

Model Robustness Testing is a methodological framework within revenue forecast evaluation that assesses the stability and reliability of a forecasting model under varying assumptions, data perturbations, or structural changes to determine its resilience to uncertainty and misspecification.

246

Publications

16K

Citations

671

Authors

391

Institutions

Publications per year

2017–2026

72

Parents

Publications

246

Structural model robustness checks in PLS-SEM

Marko Sarstedt, Christian M. Ringle, Jun‐Hwa Cheah et al. · Tourism Economics · 2019 · 1.2K citations

, , +13

Testing for parameter instability in linear models

Bruce E. Hansen · Journal of Policy Modeling · 1992 · 765 citations

, , +11

The robustness of identified VAR conclusions about money

Jon Faust · Carnegie-Rochester Conference Series on Public Policy · 1998 · 549 citations · Full text

, , +15

An Examination of the Robustness of the Weekend Effect

Robert A. Connolly · Journal of Financial and Quantitative Analysis · 1989 · 449 citations

, , +16

Diagnostic tests as residual analysis

A. R. Pagan, Anthony Hall · Econometric Reviews · 1983 · 444 citations

, , +14

1–5 of 246

Authors

671

  1. RT
    Robert Tetlow

    Federal Reserve, United States

    4 publications · 78 citations

    4

    h-index

  2. FC
    Fabio Canova

    Universitat Pompeu Fabra, Spain

    3 publications · 60 citations

    3

    h-index

  3. JF
    Jon Faust

    Federal Reserve Board of Governors, United States

    3 publications · 858 citations

    3

    h-index

  4. BR
    Barbara Rossi

    Barcelona School of Economics, Spain

    3 publications · 100 citations

    3

    h-index

  5. CS
    Chengjin Sun

    Shanghai Jiao Tong University, China

    2 publications · 120 citations

    2

    h-index

1–5 of 671

Institutions

391

  1. Federal Reserve Board of Governors

    Washington D.C., United States

    7 h-index

    10 publications

    1K citations

  2. Federal Reserve

    Washington D.C., United States

    7 h-index

    11 publications

    588 citations

  3. University of York

    York, United Kingdom

    4 h-index

    10 publications

    229 citations

  4. Stanford University

    Stanford, United States

    4 h-index

    5 publications

    817 citations

  5. University of Manchester

    Manchester, United Kingdom

    4 h-index

    4 publications

    349 citations

  6. Monash University

    Melbourne, Australia

    4 h-index

    6 publications

    183 citations

  7. Universitat Pompeu Fabra

    Barcelona, Spain

    4 h-index

    4 publications

    131 citations

  8. University of Hull

    Hull, United Kingdom

    3 h-index

    4 publications

    830 citations

1–8 of 391

Venues

  1. SSRN Electronic Journal

    Repository · 14 publications · 512 citations

    12

    h-index

  2. Journal of Econometrics

    7 publications · 1K citations

    7

    h-index

  3. 6

    h-index

  4. Economics Letters

    5 publications · 105 citations

    5

    h-index

  5. arXiv (Cornell University)

    Repository · 4 publications · 298 citations

    4

    h-index

1–5