Finite-Sample Analysis of Misspecificaton in Simultaneous Equation Models

• المؤلفون الرئيسيون: Mariano, Roberto S., Hale, C., Ramage, J. G.
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 1980
• الموضوعات: Econometrics
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/soe_research/157
• المؤسسة: Singapore Management University

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...