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Misspecification analysis : proceedings of a workshop held in Groningen, the Netherlands, December 15-16, 1983

Author: Theo K Dijkstra
Publisher: Berlin ; New York : Springer-Verlag, 1984.
Series: Lecture notes in economics and mathematical systems, 237.
Edition/Format:   Print book : Conference publication : EnglishView all editions and formats
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Genre/Form: Conference papers and proceedings
Kongress
Congresses
Additional Physical Format: Online version:
Misspecification analysis.
Berlin ; New York : Springer-Verlag, 1984
(OCoLC)622947950
Material Type: Conference publication, Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Theo K Dijkstra
ISBN: 0387138935 9780387138930 3540138935 9783540138938
OCLC Number: 11467804
Description: iv, 129 pages : illustrations ; 25 cm.
Contents: Maximum likelihood estimation of misspecified dynamic models.- The geometry of model selection in regression.- Misspecification and the choice of estimators, a heuristic approach.- Discrete normal linear regression models.- Specification in simultaneous linear equations models: the relation between a priori specifications and resulting estimators.- Measurement error and endogeneity in regression: bounds for ML and 2SLS estimates.- Testing parameter constancy of linear regressions.- Prediction performance and the number of variables in multivariate linear regression.
Series Title: Lecture notes in economics and mathematical systems, 237.
Responsibility: edited by Theo K. Dijkstra.

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