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Omitted Variable Tests and Dynamic Specification

An Application to Demand Homogeneity

  • Book
  • © 2000

Overview

Authors:
  1. Björn Schmolck

    1. Economic Research & Consulting, Swiss Reinsurance Company, Zurich, Switzerland

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Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 488)

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Table of contents (7 chapters)

  1. Front Matter

    Pages I-X
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  2. Introduction

    • Björn Schmolck
    Pages 1-4

  3. The t-statistic under dynamic misspecification

    • Björn Schmolck
    Pages 5-21

  4. Consumer theory and the Rotterdam model

    • Björn Schmolck
    Pages 23-30

  5. Robust estimation

    • Björn Schmolck
    Pages 31-45

  6. Testing for homogeneity

    • Björn Schmolck
    Pages 47-74

  7. Monte Carlo experimentation

    • Björn Schmolck
    Pages 75-111

  8. Conclusions

    • Björn Schmolck
    Pages 113-114

  9. Back Matter

    Pages 115-148
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Keywords

Authors and Affiliations

  • Economic Research & Consulting, Swiss Reinsurance Company, Zurich, Switzerland

    Björn Schmolck

Bibliographic Information

  • Book Title: Omitted Variable Tests and Dynamic Specification

  • Book Subtitle: An Application to Demand Homogeneity

  • Authors: Björn Schmolck

  • Series Title: Lecture Notes in Economics and Mathematical Systems

  • DOI: https://doi.org/10.1007/978-3-642-58324-7

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 2000

  • Softcover ISBN: 978-3-540-67358-3Published: 13 July 2000

  • eBook ISBN: 978-3-642-58324-7Published: 06 December 2012

  • Series ISSN: 0075-8442

  • Series E-ISSN: 2196-9957

  • Edition Number: 1

  • Number of Pages: X, 144

  • Number of Illustrations: 17 b/w illustrations

  • Topics: Econometrics, Microeconomics, Probability Theory and Stochastic Processes

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