Finite Sample Analysis of Misspecification in Simultaneous Equation Models

DOI10.2307/2287470zbMath0445.62083OpenAlexW4239106932MaRDI QIDQ3889959

C. Hale, John G. Ramage, Roberto S. Mariano

Publication date: 1980

Full work available at URL: https://doi.org/10.2307/2287470

zbMATH Keywords

simultaneous equation modelsk-class estimatorsfinite sample analysis of misspecification

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear inference, regression (62J99)

Related Items (6)

Some consequences of model misspecification for \(t\) testing in a structural equation ⋮ A note on finite sample analysis of misspecification in simultaneous equation models ⋮ A study of estimator densities and performance under misspecification ⋮ Finite-sample properties of single-equation estimators under structural change ⋮ The moments of OLS and 2SLS when the disturbances are non-normal ⋮ Finite-sample properties of limited-iinformation estimators in misspecified simultaneous equation models

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