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Misspecification Analysis: Proceedings of a Workshop held in Groningen, The Netherlands December 15–16, 1983 de Theo K. Dijkstra

Misspecification Analysis: Proceedings of a Workshop held in Groningen, The Netherlands December 15–16, 1983: Lecture Notes in Economics and Mathematical Systems, cartea 237

Editat de Theo K. Dijkstra
en Limba Engleză Paperback – dec 1984

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Specificații

ISBN-13: 9783540138938
ISBN-10: 3540138935
Pagini: 140
Ilustrații: VI, 134 p.
Dimensiuni: 170 x 244 x 7 mm
Greutate: 0.24 kg
Ediția:Softcover reprint of the original 1st ed. 1984
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Economics and Mathematical Systems

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

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.