Finite-Sample Analysis of Misspecificaton in Simultaneous Equation Models

• Main Authors: Mariano, Roberto S., Hale, C., Ramage, J. G.
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 1980
• 主題: Econometrics
• 在線閱讀: https://ink.library.smu.edu.sg/soe_research/157

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...