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Competing Models

Jose Luis Montiel Olea, Pietro Ortoleva, Mallesh M Pai, Andrea Prat

arXiv 8 Jul 2019 · Theoretical Economics · publishedThe Quarterly Journal of Economics (2022) · 24 citations (OpenAlex)

arXiv:1907.03809 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Different agents need to make a prediction. They observe identical data, but have different models: they predict using different explanatory variables. We study which agent believes they have the best predictive ability -- as measured by the smallest subjective posterior mean squared prediction error -- and show how it depends on the sample size. With small samples, we present results suggesting it is an agent using a low-dimensional model. With large samples, it is generally an agent with a high-dimensional model, possibly including irrelevant variables, but never excluding relevant ones. We apply our results to characterize the winning model in an auction of productive assets, to argue that entrepreneurs and investors with simple models will be over-represented in new sectors, and to understand the proliferation of "factors" that explain the cross-sectional variation of expected stock returns in the asset-pricing literature.

Citation extraction

74
references
117
in-text mentions
74
distinct cited
3
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main-text words

appendix boundary found by appendix_command · 62% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Fama, E. F. and K. R. French (1993) Common risk factors in the returns on stocks and bonds0.7817271%
2Levy, G., R. Razin, and A. Young (2019) Misspecified Politics and the Recurrence of Populism, Tech0.73732100%
3Fama, E. F. and K. R. French (2015) A five-factor asset pricing model0.6936250%
4Feng, G., S. Giglio, and D. Xiu (2020) Taming the factor zoo: A test of new factors0.65914243%
5Eliaz, K. and R. Spiegler (2018) A Model of Competing Narratives0.64422100%
6Harrison, J. M. and D. M. Kreps (1978) Speculative investor behavior in a stock market with heterogeneous expectations0.64422100%
7He, K. and J. Libgober (2020) Evolutionarily Stable (Mis) specifications: Theory and Applications0.64422100%
8Kleijn, B. and A. Van der Vaart (2012) The Bernstein-von-Mises theorem under misspecification0.64422100%
9Morris, S (1994) Trade with heterogeneous prior beliefs and asymmetric information0.64422100%
10Kass, R., L. Tierney, and J. B. Kadane (1990) The validity of posterior expansions based on Laplaces method, in0.5508225%

Showing the top 10 of 74 scored citations.