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The new Keynesian Phillips curve in a time-varying coefficient environment : some European evidence

Hondroyiannis, George B.; Swamy, Paravastu A. V. B.; … - In: Macroeconomic dynamics 13 (2009) 2, pp. 149-166

Persistent link: https://www.econbiz.de/10003893548

Estimation of parameters in the presence of model misspecification and measurement error

Swamy, Paravastu A. V. B.; Tavlas, George S.; Hall, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 3, pp. 1-33

Persistent link: https://www.econbiz.de/10009515147

A note on Muth's rational expectations hypothesis : a time-varying coefficient interpretation

Swamy, Paravastu A. V. B.; Tavlas, George S. - In: Macroeconomic dynamics 10 (2006) 3, pp. 415-425

Persistent link: https://www.econbiz.de/10003329470

Estimation of parameters in the presence of model misspecification and measurement error

Swamy, Paravastu A. V. B.; Tavlas, George S.; Hall, … - 2008

Persistent link: https://www.econbiz.de/10003753554

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. The model that results from this procedure is different from the conventional probit and logit models. This difference arises as a direct consequence of our relaxation of the...

Persistent link: https://www.econbiz.de/10011506387

Two applications of the random coefficient procedure : correcting for misspecifications in a small area level model and resolving Simpson's paradox

Swamy, Paravastu A. V. B.; Mehta, J. S.; Tavlas, George S. - In: Economic modelling 45 (2015), pp. 93-98

Persistent link: https://www.econbiz.de/10011334147

Small area estimation with correctly specified linking models

Swamy, Paravastu A. V. B.; Mehta, J. S.; Tavlas, George S. - In: Recent advances in estimating nonlinear models : with …, (pp. 193-228). 2014

Persistent link: https://www.econbiz.de/10011406771

Removing specification errors from the usual formulation of binary choice models

Swamy, Paravastu A. V. B.; Chang, I-Lok; Mehta, Jatinder S. - 2016

Persistent link: https://www.econbiz.de/10011473592

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