Is more data better?

Research output: Contribution to journalArticlepeer-review

5 Citations (Scopus)


Conventional wisdom usually suggests that agents should use all the data they have to make the best possible prediction. In this paper, it is shown that agents may make better predictions by discarding old data if their model is mis-specified. The applicability of the results to some economic models is also demonstrated.
Original languageEnglish
Pages (from-to)263-272
JournalJournal of Economic Behavior & Organization
Issue number2
Early online date4 Jun 2004
Publication statusPublished - Feb 2005


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