Benjamin Holcblat

University of Luxembourg

6 Rue Richard Coudenhove-Kalergi

Luxembourg, 1246

Luxembourg

SCHOLARLY PAPERS

3

DOWNLOADS

408

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

On the Empirical Saddlepoint Approximation with Application to Asset Pricing

Number of pages: 39 Posted: 12 Jun 2012 Last Revised: 20 Oct 2015
Benjamin Holcblat
University of Luxembourg
Downloads 282 (126,657)

Abstract:

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Saddlepoint approximation; Moment-based estimation; Multiple roots to estimating equations; Schmetterer-Jennrich lemma; Empirical consumption-based asset pricing

2.

Why Has Econometric Inference Been Possible?

Number of pages: 52 Posted: 04 Aug 2015 Last Revised: 17 Oct 2016
Benjamin Holcblat and Steffen Gronneberg
University of Luxembourg and BI Norwegian Business School - Department of Economics
Downloads 126 (261,079)

Abstract:

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Data mining; Specification search; Effect of model selection on inference; Hypothesis testing; Confidence region; Estimation; Model calibration; Classical inference; Bayesian inference; Empirical Bayes

3.

On Bayesian Theory in Empirical Economics

Posted: 23 Sep 2015 Last Revised: 28 Jan 2018
Benjamin Holcblat and Steffen Gronneberg
University of Luxembourg and BI Norwegian Business School - Department of Economics

Abstract:

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Bayesian theory; Specification search; Data mining.