Misspecification analysis : proceedings of a workshop held in Groningen, the Netherlands, December 15-16, 1983
Maximum likelihood estimation of misspecified dynamic models.- The geometry of model selection in regression.- Misspecification and the choice of estimators, a heuristic approach.- Discrete normal linear regression models.- Specification in simultaneous linear equations models: the relation between a priori specifications and resulting estimators.- Measurement error and endogeneity in regression: bounds for ML and 2SLS estimates.- Testing parameter constancy of linear regressions.- Prediction performance and the number of variables in multivariate linear regression.
- 著者
- Dijkstra, Theo K.、Dijkstra T.K.
- 出版社
- Springer-Verlag
- 発売日
- 1984年1月発売
- 価格
- 価格未定（税込・書誌情報提供：openBD）
- ISBN
- 9783540138938
発売済み
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