Finite-Sample Analysis of Misspecificaton in Simultaneous Equation Models
This article examines the effects of misspecification on the exact sampling distributions of the k-class estimators of a single equation in a simultaneous equations model. The analysis focuses on the effects of excluding relevant exogenous variables. The misspecification may occur in either the esti...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
1980
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/157 |
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| Institution: | Singapore Management University |
| Language: | English |