FINITE-SAMPLE ANALYSIS OF MISSPECIFICATION IN SIMULTANEOUS EQUATION MODELS

被引：12

作者：

HALE, C

MARIANO, RS

RAMAGE, JG

机构：

[1] UNIV PENN,DEPT STAT,PHILADELPHIA,PA 19104

[2] UNIV PENN,DEPT ECON,PHILADELPHIA,PA 19104

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1980年 / 75卷 / 370期

关键词：

D O I：

10.2307/2287470

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：418 / 427

页数：10

共 20 条

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[2] ON THE COST OF APPROXIMATE SPECIFICATION IN SIMULTANEOUS EQUATION ESTIMATION [J].

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FISHER, FM .

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[4] APPROXIMATE SPECIFICATION AND CHOICE OF A K-CLASS ESTIMATOR [J].

FISHER, FM .

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[5]

HALE C, 1975, 33 U KENT DISC PAP

[6] SPECIFICATION TESTS IN ECONOMETRICS [J].

HAUSMAN, JA .

ECONOMETRICA, 1978, 46 (06) :1251-1271

[7] COMPARISON OF K-CLASS ESTIMATORS WHEN DISTURBANCES ARE SMALL [J].

KADANE, JB .

ECONOMETRICA, 1971, 39 (05) :723-&

[8] TESTING OVERIDENTIFYING RESTRICTIONS WHEN DISTURBANCES ARE SMALL [J].

KADANE, JB .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1970, 65 (329) :182-185

[9]

KLEIN RG, UNPUBLISHED

[10]

Mariano, 1975, J ECONOMETRICS, V3, P171

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