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Lecture Notes in Economics and Mathematical Systems

Misspecification Analysis

Proceedings of a Workshop held in Groningen, The Netherlands December 15–16, 1983

Editors: Dijkstra, Theo K. (Ed.)

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Table of contents (8 chapters)

Table of contents (8 chapters)
  • Maximum Likelihood Estimation of Misspecified Dynamic Models

    Pages 1-19

    White, Halbert

  • The Geometry of Model Selection in Regression

    Pages 20-36

    Verbeek, Albert

  • Misspecification and the Choice of Estimators, A Heuristic Approach

    Pages 37-55

    Dijkstra, Theo K.

  • Discrete Normal Linear Regression Models

    Pages 56-70

    Leeuw, Jan

  • Specification in Simultaneous Linear Equations Models: The Relation Between A Priori Specifications and Resulting Estimators

    Pages 71-84

    Praag, Bernard M. S. (et al.)

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-3-642-95461-0
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $139.00
price for USA in USD
  • ISBN 978-3-540-13893-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Misspecification Analysis
Book Subtitle
Proceedings of a Workshop held in Groningen, The Netherlands December 15–16, 1983
Editors
  • Theo K. Dijkstra
Series Title
Lecture Notes in Economics and Mathematical Systems
Series Volume
237
Copyright
1984
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-95461-0
DOI
10.1007/978-3-642-95461-0
Softcover ISBN
978-3-540-13893-8
Series ISSN
0075-8442
Edition Number
1
Number of Pages
VI, 134
Topics