Skip to main content
SpringerLink
Log in
Book cover

Misspecification Analysis

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

  • Conference proceedings
  • © 1984

Overview

Editors:
  1. Theo K. Dijkstra

    1. Institute of Econometrics, University of Groningen WSN-Hoogbouw, Groningen, The Netherlands

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 237)

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (8 papers)

  1. Front Matter

    Pages I-V
    Download chapter PDF

  2. Maximum Likelihood Estimation of Misspecified Dynamic Models

    • Halbert White
    Pages 1-19

  3. The Geometry of Model Selection in Regression

    • Albert Verbeek
    Pages 20-36

  4. Misspecification and the Choice of Estimators, A Heuristic Approach

    • Theo K. Dijkstra
    Pages 37-55

  5. Discrete Normal Linear Regression Models

    • Jan de Leeuw
    Pages 56-70

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

    • Bernard M. S. van Praag, Jan T. A. Koster
    Pages 71-84

  7. Measurement Error and Endogeneity in Regression: Bounds for ML and 2SLS Estimates

    • Paul Bekker, Arie Kapteyn, Tom Wansbeek
    Pages 85-103

  8. Testing Parameter Constancy of Linear Regressions

    • Herman J. Bierens
    Pages 104-117

  9. Prediction Performance and the Number of Variables in Multivariate Linear Regression

    • Ton Steerneman
    Pages 118-129
Back to top

Keywords

Editors and Affiliations

  • Institute of Econometrics, University of Groningen WSN-Hoogbouw, Groningen, The Netherlands

    Theo K. Dijkstra

Bibliographic Information

Publish with us

Policies and ethics

Back to top

Search

Navigation