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Omitted Variable Tests and Dynamic Specification

An Application to Demand Homogeneity

  • Björn Schmolck
Book

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

Table of contents

  1. Front Matter
    Pages I-X
    PDF
  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
    PDF

About this book

Keywords

Covariance matrix Dynamic specification Estimator Homogeneity test Likelihood Monte Carlo simulation Multivariate regression Omitted variable test Robust Wald test Variance correlation

Authors and affiliations

  • Björn Schmolck
    • 1
  1. 1.Economic Research & ConsultingSwiss Reinsurance CompanyZurichSwitzerland

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-58324-7
  • Copyright Information Springer-Verlag Berlin Heidelberg 2000
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-67358-3
  • Online ISBN 978-3-642-58324-7
  • Series Print ISSN 0075-8442
  • Buy this book on publisher's site
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