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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Bibliographic Details
Main Authors: Mariano, Roberto S., Hale, C., Ramage, J. G.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 1980
Subjects:
Online Access:https://ink.library.smu.edu.sg/soe_research/157
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Institution: Singapore Management University
Language: English

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