Search Results - subject:"Specification error"

Essays on fractional filters and co-integration

Carlini, Federico - 2017

Persistent link: https://www.econbiz.de/10011818419

Loss given default : estimating by the conditional minimum value

Ammari, Mustapha; Lakhnati, Ghizlane - In: International journal of economics and financial issues … 7 (2017) 3, pp. 779-785

Persistent link: https://www.econbiz.de/10011823132

Robust inference and testing of continuity in threshold regresssion models

Hidalgo, Javier; Lee, Jungyoon - 2017

Persistent link: https://www.econbiz.de/10011609665

Model uncertainty and the direction of fit of the postwar U.S. Phillips curve(s)

Rondina, Francesca - 2017

Persistent link: https://www.econbiz.de/10011610106

Evolution of modeling of the economics of global warming : changes in the DICE model, 1992-2017

Nordhaus, William D. - 2017

Persistent link: https://www.econbiz.de/10011649089

An empirical model of dyadic link formation in a network with unobserved heterogeneity

Dzemski, Andreas - 2017

Persistent link: https://www.econbiz.de/10011654470

Formative and reflective measurement models

Singer, Hermann - 2017

Persistent link: https://www.econbiz.de/10011655513

Agent-based model calibration using machine learning surrogates

Lamperti, Francesco; Roventini, Andrea; Sani, Amir - 2017

Persistent link: https://www.econbiz.de/10011708084

Bayesian analysis of boundary and nearboundary evidence in econometric models with reduced rank

Basturk, Nalan; Hoogerheide, Lennart; Dijk, Herman K. van - 2017

Persistent link: https://www.econbiz.de/10011708511

On the interpretation of instrumental variables in the presence of specification errors : a causal comment

Raunig, Burkhard - In: Econometrics : open access journal 5 (2017) 3, pp. 1-6

Swamy et al. (2015) argue that valid instruments cannot exist when a structural model is misspecified. This note shows that this is not true in general. In simple examples valid instruments can exist and can help to estimate parameters of interest.

Persistent link: https://www.econbiz.de/10011711090