Misspecification Analysis - Lecture Notes in Economics and Mathematical Systems
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Published By Springer Berlin Heidelberg

9783540138938, 9783642954610

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Testing Parameter Constancy of Linear Regressions

Misspecification Analysis - Lecture Notes in Economics and Mathematical Systems ◽

10.1007/978-3-642-95461-0_7 ◽

1984 ◽

pp. 104-117 ◽

Cited By ~ 2

Author(s):

Herman J. Bierens

Keyword(s):

Parameter Constancy ◽

Testing Parameter ◽

Linear Regressions

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Prediction Performance and the Number of Variables in Multivariate Linear Regression

Misspecification Analysis - Lecture Notes in Economics and Mathematical Systems ◽

10.1007/978-3-642-95461-0_8 ◽

1984 ◽

pp. 118-129 ◽

Cited By ~ 2

Author(s):

Ton Steerneman

Keyword(s):

Linear Regression ◽

Prediction Performance ◽

Multivariate Linear Regression

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Specification in Simultaneous Linear Equations Models: The Relation Between A Priori Specifications and Resulting Estimators

Misspecification Analysis - Lecture Notes in Economics and Mathematical Systems ◽

10.1007/978-3-642-95461-0_5 ◽

1984 ◽

pp. 71-84

Author(s):

Bernard M. S. van Praag ◽

Jan T. A. Koster

Keyword(s):

A Priori ◽

Linear Equations ◽

Simultaneous Linear Equations

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Misspecification and the Choice of Estimators, A Heuristic Approach

Misspecification Analysis - Lecture Notes in Economics and Mathematical Systems ◽

10.1007/978-3-642-95461-0_3 ◽

1984 ◽

pp. 37-55 ◽

Cited By ~ 2

Author(s):

Theo K. Dijkstra

Keyword(s):

Heuristic Approach

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Discrete Normal Linear Regression Models

Misspecification Analysis - Lecture Notes in Economics and Mathematical Systems ◽

10.1007/978-3-642-95461-0_4 ◽

1984 ◽

pp. 56-70 ◽

Cited By ~ 1

Author(s):

Jan de Leeuw

Keyword(s):

Linear Regression ◽

Regression Models ◽

Linear Regression Models

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The Geometry of Model Selection in Regression

Misspecification Analysis - Lecture Notes in Economics and Mathematical Systems ◽

10.1007/978-3-642-95461-0_2 ◽

1984 ◽

pp. 20-36 ◽

Cited By ~ 1

Author(s):

Albert Verbeek

Keyword(s):

Model Selection

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Maximum Likelihood Estimation of Misspecified Dynamic Models

Misspecification Analysis - Lecture Notes in Economics and Mathematical Systems ◽

10.1007/978-3-642-95461-0_1 ◽

1984 ◽

pp. 1-19 ◽

Cited By ~ 7

Author(s):

Halbert White

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Dynamic Models ◽

Likelihood Estimation

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Measurement Error and Endogeneity in Regression: Bounds for ML and 2SLS Estimates

Misspecification Analysis - Lecture Notes in Economics and Mathematical Systems ◽

10.1007/978-3-642-95461-0_6 ◽

1984 ◽

pp. 85-103 ◽

Cited By ~ 3

Author(s):

Paul Bekker ◽

Arie Kapteyn ◽

Tom Wansbeek

Keyword(s):

Measurement Error

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Misspecification Analysis - Lecture Notes in Economics and Mathematical SystemsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Testing Parameter Constancy of Linear Regressions

Prediction Performance and the Number of Variables in Multivariate Linear Regression

Specification in Simultaneous Linear Equations Models: The Relation Between A Priori Specifications and Resulting Estimators

Misspecification and the Choice of Estimators, A Heuristic Approach

Discrete Normal Linear Regression Models

The Geometry of Model Selection in Regression

Maximum Likelihood Estimation of Misspecified Dynamic Models

Measurement Error and Endogeneity in Regression: Bounds for ML and 2SLS Estimates

Misspecification Analysis - Lecture Notes in Economics and Mathematical Systems
Latest Publications