Misspecification Analysis

Language: English

Published by Springer, J.B. Metzler Dez 1984, 1984

3540138935 / 9783540138938

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This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 140 pp. Englisch.

Seller Inventory # 9783540138938

Title
Misspecification Analysis
Author
Theo K. Dijkstra
Publisher
Springer, J.B. Metzler Dez 1984
Publication year
1984
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3540138935
ISBN 13
9783540138938
Item weight
256 grams
Dimensions
244x170x8 mm

buchversandmimpf2000

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