Expected MSE of errors-in-variables and omitted variables models

DOI10.1016/0165-1765(89)90228-0zbMath1328.62445OpenAlexW1986738568MaRDI QIDQ902690

Jerry G. Thursby

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(89)90228-0

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Statistical methods; economic indices and measures (91B82)

Cites Work

• MSE dominance of least squares with errors-of-observation
• Specification Error Analysis with Stochastic Regressors
• Relative Asymptotic Bias from Errors of Omission and Measurement
• A Note on the Use of Proxy Variables
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