Ebook: Misspecification Analysis: Proceedings of a Workshop held in Groningen, The Netherlands December 15–16, 1983

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Content:
Front Matter....Pages I-V
Maximum Likelihood Estimation of Misspecified Dynamic Models....Pages 1-19
The Geometry of Model Selection in Regression....Pages 20-36
Misspecification and the Choice of Estimators, A Heuristic Approach....Pages 37-55
Discrete Normal Linear Regression Models....Pages 56-70
Specification in Simultaneous Linear Equations Models: The Relation Between A Priori Specifications and Resulting Estimators....Pages 71-84
Measurement Error and Endogeneity in Regression: Bounds for ML and 2SLS Estimates....Pages 85-103
Testing Parameter Constancy of Linear Regressions....Pages 104-117
Prediction Performance and the Number of Variables in Multivariate Linear Regression....Pages 118-129

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Content:
Front Matter....Pages I-V
Maximum Likelihood Estimation of Misspecified Dynamic Models....Pages 1-19
The Geometry of Model Selection in Regression....Pages 20-36
Misspecification and the Choice of Estimators, A Heuristic Approach....Pages 37-55
Discrete Normal Linear Regression Models....Pages 56-70
Specification in Simultaneous Linear Equations Models: The Relation Between A Priori Specifications and Resulting Estimators....Pages 71-84
Measurement Error and Endogeneity in Regression: Bounds for ML and 2SLS Estimates....Pages 85-103
Testing Parameter Constancy of Linear Regressions....Pages 104-117
Prediction Performance and the Number of Variables in Multivariate Linear Regression....Pages 118-129
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