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  • Search: subject:"specification errors"
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Year of publication
Subject
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specification errors 10 Modellierung 5 Scientific modelling 5 Specification errors 5 Aggregation 4 Estimation 4 Schätzung 4 Theorie 4 Theory 4 Estimation theory 3 Schätztheorie 3 Statistical error 3 Statistischer Fehler 3 CAPM 2 GMM 2 Method of moments 2 Momentenmethode 2 Robust statistics 2 Robustes Verfahren 2 binary choice models 2 stochastic coefficients 2 Aggregation bias 1 Aggregation errors 1 Alpha of Jensen 1 Asset Pricing Models 1 Brasilien 1 Brazil 1 CO 2 emissions 1 Central bank 1 Cumulants 1 EXIOPOL project 1 External confounding 1 Financial models 1 Finland 1 Finnland 1 Geldpolitik 1 Hansen and Jagannathan (1997) distance 1 Hausman test 1 Hedge funds returns 1 Higher moments 1
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Online availability
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Undetermined 8 Free 3
Type of publication
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Article 13 Book / Working Paper 2
Type of publication (narrower categories)
All
Article in journal 8 Aufsatz in Zeitschrift 8 Article 1
Language
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English 11 Undetermined 4
Author
All
Hall, Stephen G. 3 Tavlas, George S. 3 Chang, I-Lok 2 Mehta, Jatinder S. 2 Racicot, François-Éric 2 Swamy, Paravastu A. V. B. 2 Théoret, Raymond 2 Virk, Nader Shahzad 2 Aragón, Edilean Kleber da Silva Bejarano 1 Bouwmeester, Maaike C. 1 Butt, Hilal Anwar 1 Christis, Maarten 1 Desplatz, Rozenn 1 Geerken, Theo 1 Gibson, Heather D. 1 Godfrey, L. G. 1 Greene, William 1 Greene, William H. 1 Krause, Merton 1 LaFrance, Jeffrey 1 Mairesse, Jacques 1 Oosterhaven, Jan 1 Racicot, Francois-Éric 1 Rentz, William F. 1 Tsionas, Efthymios G. 1 Veal, M. R. 1 Vercalsteren, An 1 Vrancken, Karl C. 1
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Institution
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Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1 School of Economic Sciences, Washington State University 1
Published in...
All
Applied financial economics 1 Computational economics 1 Econometric Reviews 1 Econometrics 1 Econometrics : open access journal 1 Economic systems research : journal of the International Input-Output Association 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists 1 International Advances in Economic Research 1 Journal of economics and finance 1 Quality & Quantity: International Journal of Methodology 1 RePAd Working Paper Series 1 Revue d'économie politique 1 The journal of asset management 1 Working Papers / School of Economic Sciences, Washington State University 1
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Source
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ECONIS (ZBW) 8 RePEc 6 EconStor 1
Showing 1 - 10 of 15
Did you mean: subject:"specification error" (5,437 results)
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Specification errors, nonlinearities, and structural breaks in the Central Bank of Brazil’s reaction function
Aragón, Edilean Kleber da Silva Bejarano - In: Empirical economics : a quarterly journal of the … 60 (2021) 3, pp. 1221-1243
Persistent link: https://www.econbiz.de/10012490526
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Removing specification errors from the usual formulation of binary choice models
Swamy, Paravastu A. V. B.; Chang, I-Lok; Mehta, Jatinder S. - In: Econometrics 4 (2016) 2, pp. 1-21
We develop a procedure for removing four major specification errors from the usual formulation of binary choice models …
Persistent link: https://www.econbiz.de/10011755331
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Removing specification errors from the usual formulation of binary choice models
Swamy, Paravastu A. V. B.; Chang, I-Lok; Mehta, Jatinder S. - In: Econometrics : open access journal 4 (2016) 2, pp. 1-21
We develop a procedure for removing four major specification errors from the usual formulation of binary choice models …
Persistent link: https://www.econbiz.de/10011506387
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A Monte Carlo study of time varying coefficient (TVC) estimation
Hall, Stephen G.; Gibson, Heather D.; Tavlas, George S.; … - In: Computational economics 56 (2020) 1, pp. 115-130
Persistent link: https://www.econbiz.de/10012272018
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Improving footprint calculations of small open economies : combining local with multi-regional input-output tables
Christis, Maarten; Geerken, Theo; Vercalsteren, An; … - In: Economic systems research : journal of the … 29 (2017) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10011758806
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Specification errors of asset-pricing models for a market characterized by few large capitalization firms
Virk, Nader Shahzad; Butt, Hilal Anwar - In: Journal of economics and finance 40 (2016) 1, pp. 68-84
Persistent link: https://www.econbiz.de/10011589943
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The Pástor-Stambaugh empirical model revisited : evidence from robust instruments
Racicot, François-Éric; Rentz, William F. - In: The journal of asset management 16 (2015) 5, pp. 329-341
Persistent link: https://www.econbiz.de/10011416607
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The incompatibility of achieving a fully specified linear model with assuming that residual dependent-variable variance is random
Krause, Merton - In: Quality & Quantity: International Journal of Methodology 47 (2013) 6, pp. 3201-3204
The residual dependent-variable variance in experiments is not “random error”, as it is often assumed to be, but merely “unaccounted for variance”, because what is random is inexplicable in terms of any possible set of independent-variables and this is something that ultimately is only...
Persistent link: https://www.econbiz.de/10010992956
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Evidence for state and time nonseparable preferences : the case of Finland
Virk, Nader Shahzad - In: Applied financial economics 23 (2013) 22/24, pp. 1821-1838
Persistent link: https://www.econbiz.de/10010337260
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Specification and aggregation errors in environmentally extended input–output models
Bouwmeester, Maaike C.; Oosterhaven, Jan - In: Environmental & resource economics : the official … 56 (2013) 3, pp. 307-335
Persistent link: https://www.econbiz.de/10010207856
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