Essec\Faculty\Model\Contribution {#2190
  #_index: "academ_contributions"
  #_id: "1368"
  #_source: array:26 [
    "id" => "1368"
    "slug" => "inference-in-models-with-adaptive-learning"
    "yearMonth" => "2010-04"
    "year" => "2010"
    "title" => "Inference in Models with Adaptive Learning"
    "description" => "CHEVILLON, G., MASSMANN, M. et MAVROEIDIS, S. (2010). Inference in Models with Adaptive Learning. <i>Journal of Monetary Economics</i>, 57(3), pp. 341-351."
    "authors" => array:3 [
      0 => array:3 [
        "name" => "CHEVILLON Guillaume"
        "bid" => "B00072304"
        "slug" => "chevillon-guillaume"
      ]
      1 => array:1 [
        "name" => "MASSMANN M."
      ]
      2 => array:1 [
        "name" => "MAVROEIDIS S."
      ]
    ]
    "ouvrage" => ""
    "keywords" => array:4 [
      0 => "Weak identification"
      1 => "Persistence"
      2 => "Anderson–Rubin statistic"
      3 => "DSGE models"
    ]
    "updatedAt" => "2021-02-02 16:16:18"
    "publicationUrl" => "https://www.sciencedirect.com/science/article/abs/pii/S0304393210000152"
    "publicationInfo" => array:3 [
      "pages" => "341-351"
      "volume" => "57"
      "number" => "3"
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "Identification of structural parameters in models with adaptive learning can be weak, causing standard inference procedures to become unreliable. Learning also induces persistent dynamics, and this makes the distribution of estimators and test statistics non-standard. Valid inference can be conducted using the Anderson-Rubin statistic with appropriate choice of instruments. Application of this method to a typical new Keynesian sticky-price model with perpetual learning demonstrates its usefulness in practice."
      "en" => "Identification of structural parameters in models with adaptive learning can be weak, causing standard inference procedures to become unreliable. Learning also induces persistent dynamics, and this makes the distribution of estimators and test statistics non-standard. Valid inference can be conducted using the Anderson-Rubin statistic with appropriate choice of instruments. Application of this method to a typical new Keynesian sticky-price model with perpetual learning demonstrates its usefulness in practice."
    ]
    "authors_fields" => array:2 [
      "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
      "en" => "Information Systems, Decision Sciences and Statistics"
    ]
    "indexedAt" => "2024-04-19T10:22:01.000Z"
    "docTitle" => "Inference in Models with Adaptive Learning"
    "docSurtitle" => "Journal articles"
    "authorNames" => "<a href="/cv/chevillon-guillaume">CHEVILLON Guillaume</a>, MASSMANN M., MAVROEIDIS S."
    "docDescription" => "<span class="document-property-authors">CHEVILLON Guillaume, MASSMANN M., MAVROEIDIS S.</span><br><span class="document-property-authors_fields">Information Systems, Decision Sciences and Statistics</span> | <span class="document-property-year">2010</span>"
    "keywordList" => "<a href="#">Weak identification</a>, <a href="#">Persistence</a>, <a href="#">Anderson–Rubin statistic</a>, <a href="#">DSGE models</a>"
    "docPreview" => "<b>Inference in Models with Adaptive Learning</b><br><span>2010-04 | Journal articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="https://www.sciencedirect.com/science/article/abs/pii/S0304393210000152" target="_blank">Inference in Models with Adaptive Learning</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 9.169171
  +"parent": null
}