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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Misspecification Analysis: Proceedings of a Workshop Held in Groningen, the Netherlands December 15-16, 1983

Misspecification Analysis: Proceedings of a Workshop Held in Groningen, the Netherlands December 15-16, 1983

Dijkstra, Theo K.

Paperback

Series: Lecture Notes in Economic and Mathematical Systems, Book 237

Business GeneralEconomics

ISBN10: 3540138935
ISBN13: 9783540138938
Publisher: Springer
Published: Dec 1 1984
Pages: 134
Weight: 0.52
Height: 0.30 Width: 6.69 Depth: 9.61
Language: English
This volume collects papers prepared for the workshop ' isspecification Ana- lysis held in Groningen. The Netherlands. December 15th and 16th. 1983. The papers. which cover a wide range of problems. contain a number of interesting and fruitful ideas. A bird's-eye view of the contents of the papers is as follows: White describes in a very general setting properties of classical statistical procedures when models are misspecified. Verbeek provides a lucid analysis of the statistical complexity of the model selection process. Dijkstra indicates how to construct good estimators. taking the possibility of misspecification explicitly into account. Taking the view that measured variables are never continuous. De Leeuw dis- cusses in an illuminating way whether. and how. the discreteness of the data should and can be taken more seriously. Starting from the thesis that models are at best useful approximations of reality. Van ag and Koster derive properties of estimators determining best fitting hyperplanes. Within the context of the errors-in-variables problem. Bekker, Xapteyn and Wansbeek provide an elegant description of the variation in estimation re- sults due to part of the modelspecification varying, while estimators are .adjusted so as to keep them consistent. Bierens develops consistent tests of the hypothesis of parameter constancy against extremely diffuse alternatives.

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