Suchergebnisse

Maximum likelihood estimation of misspecified dynamic models -- The geometry of model selection in regression -- Misspecification and the choice of estimators, a heuristic approach -- Discrete normal linear regression models -- Specification in simultaneous linear equations models: the relation between a priori specifications and resulting estimators -- Measurement error and endogeneity in regression: bounds for ML and 2SLS estimates -- Testing parameter constancy of linear regressions -- Prediction performance and the number of variables in multivariate linear regression.