Specification Error Analysis with Stochastic Regressors (Q4749034)
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scientific article; zbMATH DE number 3806767
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Specification Error Analysis with Stochastic Regressors |
scientific article; zbMATH DE number 3806767 |
Statements
Specification Error Analysis with Stochastic Regressors (English)
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1983
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minimum mean square error criterion
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errors-in-variables
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stochastic explanatory variables
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exact distribution of omitted variable estimator
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Feldstein condition
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