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.