Specification Error Analysis with Stochastic Regressors (Q4749034): Difference between revisions

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Latest revision as of 23:30, 19 March 2024

scientific article; zbMATH DE number 3806767
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English
Specification Error Analysis with Stochastic Regressors
scientific article; zbMATH DE number 3806767

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    Specification Error Analysis with Stochastic Regressors (English)
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    1983
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    minimum mean square error criterion
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    errors-in-variables
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    stochastic explanatory variables
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    exact distribution of omitted variable estimator
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    Feldstein condition
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