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Econométrie de la production sur données de panel et dispersion des prix de production quels biais d'estimation ?

Mairesse, Jacques; Desplatz, Rozenn - In: Revue d'économie politique 113 (2003) 6, pp. 749-772

from other sources of specification errors are more important. …

Persistent link: https://www.econbiz.de/10008680184

On Optimal Instrumental Variables Generators, with an Application to Hedge Fund Returns

Racicot, François-Éric; Théoret, Raymond - In: International Advances in Economic Research 15 (2009) 1, pp. 30-43

Persistent link: https://www.econbiz.de/10005705529

Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Funds Returns

Racicot, Francois-Éric; Théoret, Raymond - Départment des sciences administratives, Université … - 2008

signalling the presence of specification errors in financial models. We apply our battery of tests and estimators to a sample of … 22 HFR hedge fund indices observed monthly over the period 1990-2005. Our tests reveal that specification errors corrupt … sensitive to the choice of estimators. Our new indicator of specification errors reveals itself very powerful to detect those …

Persistent link: https://www.econbiz.de/10005773132

The Structure of US Food Demand

LaFrance, Jeffrey - School of Economic Sciences, Washington State University - 2008

evidence of serial correlation, specification errors, or parameter instability is found. …

Persistent link: https://www.econbiz.de/10005211979

Alternative approaches to testing by variable addition

Godfrey, L. G.; Veal, M. R. - In: Econometric Reviews 19 (2000) 2, pp. 241-261

Persistent link: https://www.econbiz.de/10005292304