Reduced Form Estimation, Hedging against Possible Misspecification

DOI10.2307/2526653MaRDI QIDQ3813118zbMATH OpenOpenAlexFDO

Authors Theo K. Dijkstra

Publication date 1989

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2526653

zbMATH Keywords

pre-test estimatorsreduced form estimatorsimultaneous equation systemspecification errorsStein-rule estimatorsweighted averages

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear inference, regression (62J99) Applications of statistics to economics (62P20)

Recommendations

• Reduction of risk using restricted estimators
• Miscellanea. Estimation in parameter-redundant models
• Reduced form estimation and prediction from uncertain structural models. A generic approach
• Minimizing sensitivity to model misspecification
• Reduced-form framework under model uncertainty
• Reduced models and uncertainty quantification
• Estimation of parameters in the presence of model misspecification and measurement error

Cited in

(3)

• Reduced form estimation and prediction from uncertain structural models. A generic approach
• Bias in reduced-form estimates of pass-through
• scientific article; zbMATH DE number 3923928 (Why is no real title available?)

This page was built for publication: Reduced Form Estimation, Hedging against Possible Misspecification

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3813118)