Misspecification Analysis : Proceedings of a Workshop held in Groningen, The Netherlands December 15-16, 1983
edited by Theo K. Dijkstra
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.
Year of publication: |
1984
|
---|---|
Authors: | Dijkstra, Theo K. |
Publisher: |
Berlin : Springer |
Description of contents: | Table of Contents [external.dandelon.com] |
Saved in:
Online Resource
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