Haavelmo (1944) proposed a probabilistic structure for econometric modeling, aiming to
make econometrics useful for decision making. His fundamental contribution has become …

The literature on treatment choice focuses on the mean of welfare regret. Ignoring other
features of the regret distribution, however, can lead to an undesirable rule that suffers from …

Harsanyi (1955) showed that the only way to aggregate individual preferences into a social
preference which satisfies certain desirable properties is``utilitarianism'', whereby the social …

We study the problem of choosing optimal policy rules in uncertain environments using
models that may be incomplete and/or partially identified. We consider a policymaker who …

Essays on Statistical Decision Theory and Econometrics Bruno de Albuquerque Furtado
Submitted in partial fulfillment of the requ Page 1 Essays on Statistical Decision Theory and …

Statistical decision theory (SDT), pioneered by Abraham Wald, models how decision makers
use data for decisions under uncertainty. Despite its prominence in information economics …

The Wald development of statistical decision theory addresses decision making with sample
data. Wald's concept of a statistical decision function (SDF) embraces all map**s of the …

This thesis presents three essays related to identification and inference for functionals of
partially identified parameters. This work is motivated by the fact that often the final object of …