Misspecification Analysis and Errors in Variables

  • Phoebus J. Dhrymes
Chapter

Abstract

In previous discussion we have examined the standard form of the GLM and the consequences of violating assumptions pertaining to the i.i.d. properties of the error term and the rank of the data matrix X.

Keywords

Covariance Income milO Oman Milton 

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag New York Inc. 1978

Authors and Affiliations

  • Phoebus J. Dhrymes
    • 1
  1. 1.Department of EconomicsColumbia UniversityNew YorkUSA

Personalised recommendations