Finite Sample Analysis of Misspecification in Simultaneous Equation Models

DOI10.2307/2287470MaRDI QIDQ3889959zbMATH OpenOpenAlexFDO

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

Publication date 1980

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

zbMATH Keywords

finite sample analysis of misspecificationk-class estimatorssimultaneous equation models

Mathematics Subject Classification ID

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

Cited in

(6)

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

This page was built for publication: Finite Sample Analysis of Misspecification in Simultaneous Equation Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3889959)