On the Cost of Approximate Specification in Simultaneous Equation Estimation

DOI10.2307/1909286MaRDI QIDQ5732238zbMATH OpenOpenAlexFDO

Authors Franklin M. Fisher

Publication date 1961

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1909286

zbMATH Keywords

operations research

Cited in

(5)

• Reduced form estimation and prediction from uncertain structural models. A generic approach
• Lattice gas state functions
• Statistical derivation of hydrodynamic equations of the Grad type
• Finite-sample properties of limited-iinformation estimators in misspecified simultaneous equation models
• Embrace the noise: it is ok to ignore measurement error in a covariate, sometimes

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