作者：Abaluck, Jason; Gruber, Jonathan
作者单位：Yale University; National Bureau of Economic Research; Massachusetts Institute of Technology (MIT)
摘要：We explore the in- and out-of sample robustness of tests wice inconsistencies based on parameter restrictions in parametric models, focusing on tests proposed by Ketcham, Kuminoff, and Powers (2016). We argue that their nonparametric alternatives are inherently conservative with respect to detecting mistakes. We then show that our parametric model is robust to KKP's suggested specification checks, and that comprehensive goodness of fit measures perform better with our model than the expected u...
