Specification Error Analysis with Stochastic Regressors

DOI10.2307/1912059MaRDI QIDQ4749034zbMATH OpenOpenAlexFDO

Authors Terrence Kinal, Kajal Lahiri

Publication date 1983

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1912059

zbMATH Keywords

errors-in-variablesexact distribution of omitted variable estimatorFeldstein conditionminimum mean square error criterionstochastic explanatory variables

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited in

(6)

• Proxies versus omitted variables in regression analysis
• Superiority comparisons of heterogeneous linear estimators
• On the distribution function of various model selection criteria with stochastic regressors
• Properties of the ordinary least squares and stein-rule predictions in linear regression models with proxy variables
• Survey Response Behavior as a Proxy for Unobserved Ability: Theory and Evidence
• Expected MSE of errors-in-variables and omitted variables models

This page was built for publication: Specification Error Analysis with Stochastic Regressors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4749034)