Skip to main content
Disciplines
Automotive Business IT + Informatics Construction + Real Estate Electrical Engineering + Electronics Energy + Sustainability Insurance + Risk Finance + Banking Management + Leadership Marketing + Sales Mechanical Engineering + Materials
Events
DE
EN
Books
Journals
Topic Page
Marketing
Start single access now
Access for companies
EXTENDED SEARCH
Log in
Top
Published in:
Maximum Likelihood Estimation of Misspecified Dynamic Models Read chapter Read first chapter

1984 | OriginalPaper | Chapter

Misspecification and the Choice of Estimators, A Heuristic Approach

Author : Theo K. Dijkstra

Published in: Misspecification Analysis

Publisher: Springer Berlin Heidelberg

Included in: Professional Book Archive

Get Access

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

We study a classical simultaneous system which is possibly misspecified in the sense that too many variables may have been deleted from the structural equations. Suppose the system is to be used for predictive purposes. We compare unrestricted least squares, full-information and pre-test estimators based on the outcome of a chi-square test-statistic. A plea is made to take two times the degrees of freedom of the hypothesized model as critical value for the chi-square test.

previous chapter The Geometry of Model Selection in Regression
next chapter Discrete Normal Linear Regression Models
Metadata
Title
Misspecification and the Choice of Estimators, A Heuristic Approach
Author
Theo K. Dijkstra
Copyright Year
1984
Publisher
Springer Berlin Heidelberg
Book
Misspecification Analysis

Print ISBN: 978-3-540-13893-8

Electronic ISBN: 978-3-642-95461-0

Copyright Year: 1984

DOI
https://doi.org/10.1007/978-3-642-95461-0_3