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Reduced Form Estimation, Hedging against Possible Misspecification - MaRDI portal

Reduced Form Estimation, Hedging against Possible Misspecification

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Publication:3813118

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DOI10.2307/2526653zbMath0663.62114OpenAlexW2075864780MaRDI QIDQ3813118

Theo K. Dijkstra

Publication date: 1989

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526653

zbMATH Keywords

Stein-rule estimators specification errors simultaneous equation system weighted averages pre-test estimators reduced form estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear inference, regression (62J99)

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