Benjamin Holcblat

University of Luxembourg

2B Rue Albert Borschette

Luxembourg, L-1246

Luxembourg

SCHOLARLY PAPERS

3

DOWNLOADS

362

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 147 (120,791)

Abstract:

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 12 (243,051)

Abstract:

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

3.

Previously-Used Data and Past-Realized Data: A Puzzle for Bayesian and Classical Inference Theories

Number of pages: 34 Posted: 23 Sep 2015 Last Revised: 23 Sep 2016
Benjamin Holcblat and Steffen Gronneberg
University of Luxembourg and BI Norwegian Business School - Department of Economics
Downloads 6 (276,844)

Abstract:

Specification search; Data mining; Data snooping; Effect of model selection on inference; Classical inference theory; Bayesian inference theory